+124.8%
AAPL vs XLI
+78.7%
+46.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.2% |
| 7D | -0.5% | -2.3% | +1.8% | +1.4% |
| 30D | +7.1% | -8.2% | +15.3% | +14.8% |
| 3M | +12.1% | +0.8% | +11.3% | +10.2% |
| 6M | +25.4% | +0.8% | +24.6% | +22.4% |
| YTD | +20.5% | +10.5% | +9.9% | +7.6% |
| 1Y | +44.5% | +14.1% | +30.4% | +24.9% |
| 3Y | +85.8% | +68.6% | +17.2% | +7.8% |
| 5Y | +124.8% | +80.4% | +44.4% | +20.3% |
| All | +124.8% | +78.7% | +46.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 5y: compounded portfolio wealth divided by compounded XLI 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…
5y analysis · Full analysis span regression · 6 months rolling