+226.1%
XLI vs EL
+62.2%
+163.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +3.8% | +1.5% | +2.2% | +3.3% |
| 30D | +1.0% | +10.0% | -9.0% | -1.7% |
| 3M | -8.9% | +28.4% | -37.3% | -15.6% |
| 6M | -2.3% | +37.1% | -39.3% | -11.6% |
| YTD | +9.7% | +7.8% | +1.8% | +4.3% |
| 1Y | +12.3% | +26.0% | -13.7% | +1.7% |
| 3Y | +71.5% | +3.8% | +67.6% | +53.2% |
| 5Y | +70.2% | -65.2% | +135.4% | +127.3% |
| All | +226.1% | +62.2% | +163.9% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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