+1,090.8%
XLI vs ECL
+2,453.9%
-1,363.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.9% | -2.3% | +3.2% | +2.2% |
| 30D | +1.1% | +8.3% | -7.2% | -3.4% |
| 3M | -7.7% | +8.4% | -16.1% | -12.0% |
| 6M | -1.8% | +23.3% | -25.1% | -13.2% |
| YTD | +11.1% | +18.2% | -7.1% | +0.3% |
| 1Y | +12.1% | +18.8% | -6.6% | +0.9% |
| 3Y | +73.8% | +78.5% | -4.6% | +22.1% |
| 5Y | +73.8% | +40.1% | +33.7% | +36.4% |
| 10Y | +231.7% | +196.5% | +35.2% | +64.4% |
| All | +1,090.8% | +2,453.9% | -1,363.1% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling