+1,117.4%
XLI vs ECL
+2,210.7%
-1,093.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -2.6% | +1.5% | +0.4% |
| 30D | -5.9% | -2.2% | -3.8% | -4.9% |
| 3M | -0.3% | +10.1% | -10.4% | -5.9% |
| 6M | +0.1% | -5.7% | +5.9% | +2.9% |
| YTD | +13.6% | +7.0% | +6.6% | +8.6% |
| 1Y | +17.2% | +2.7% | +14.5% | +14.2% |
| 3Y | +68.2% | +57.7% | +10.5% | +26.6% |
| 5Y | +80.7% | +31.1% | +49.6% | +46.9% |
| 10Y | +253.3% | +150.9% | +102.4% | +92.6% |
| All | +1,117.4% | +2,210.7% | -1,093.2% | +98.9% |
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