+365.7%
ALAB vs XLI
+46.5%
+319.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.0% |
| 7D | +3.2% | +1.0% | +2.2% | +1.5% |
| 30D | -13.6% | -5.8% | -7.8% | -3.0% |
| 3M | -16.6% | +0.7% | -17.3% | -15.6% |
| 6M | +142.3% | +3.2% | +139.1% | +134.7% |
| YTD | +73.6% | +13.0% | +60.6% | +41.4% |
| 1Y | +33.7% | +16.8% | +16.9% | +2.6% |
| All | +365.7% | +46.5% | +319.2% | +142.4% |
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