+1,080.1%
XLI vs ECL
+2,425.3%
-1,345.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | +4.3% | -0.5% | +4.8% | +4.6% |
| 30D | +0.5% | +6.6% | -6.1% | -3.1% |
| 3M | -8.6% | +9.6% | -18.2% | -13.4% |
| 6M | -2.3% | +21.6% | -23.9% | -12.9% |
| YTD | +10.1% | +16.9% | -6.8% | +0.1% |
| 1Y | +11.0% | +17.9% | -6.9% | +0.3% |
| 3Y | +72.3% | +76.5% | -4.2% | +21.8% |
| 5Y | +70.8% | +36.6% | +34.2% | +36.0% |
| 10Y | +228.7% | +193.2% | +35.6% | +64.0% |
| All | +1,080.1% | +2,425.3% | -1,345.2% | +83.2% |
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