+248.5%
ALAB vs XLI
+42.1%
+206.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -7.5% | -1.5% | -6.0% | -2.9% |
| 30D | -36.8% | -0.3% | -36.5% | -35.1% |
| 3M | -31.9% | -8.4% | -23.5% | -17.6% |
| 6M | +8.2% | -2.1% | +10.3% | +18.6% |
| YTD | +29.9% | +9.6% | +20.3% | +14.8% |
| 1Y | +24.4% | +10.7% | +13.8% | +8.4% |
| All | +248.5% | +42.1% | +206.4% | +96.8% |
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