+257.2%
XLI vs ECL
+149.7%
+107.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | -0.6% | -2.7% | +2.2% | +0.9% |
| 30D | -6.9% | -4.3% | -2.7% | -4.8% |
| 3M | -1.9% | +3.2% | -5.1% | -4.0% |
| 6M | +1.0% | -2.9% | +3.9% | +2.1% |
| YTD | +11.3% | +4.3% | +7.1% | +8.0% |
| 1Y | +15.8% | +1.6% | +14.2% | +13.5% |
| 3Y | +69.8% | +54.3% | +15.6% | +29.3% |
| 5Y | +80.9% | +26.5% | +54.4% | +51.6% |
| 10Y | +257.2% | +155.6% | +101.6% | +87.1% |
| All | +257.2% | +149.7% | +107.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling