+384.5%
ALAB vs XLI
+44.3%
+340.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +6.9% |
| 7D | +9.6% | -0.6% | +10.2% | +10.8% |
| 30D | -5.3% | -6.9% | +1.7% | +8.5% |
| 3M | -12.0% | -1.9% | -10.1% | -6.6% |
| 6M | +145.7% | +1.0% | +144.7% | +147.1% |
| YTD | +80.7% | +11.3% | +69.3% | +51.1% |
| 1Y | +40.1% | +15.8% | +24.3% | +9.1% |
| All | +384.5% | +44.3% | +340.2% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling