+400.4%
ALAB vs XLI
+47.2%
+353.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.3% | +9.0% |
| 7D | +7.2% | -1.1% | +8.3% | +9.5% |
| 30D | -2.5% | -5.9% | +3.4% | +9.5% |
| 3M | -13.3% | -0.3% | -13.0% | -10.7% |
| 6M | +172.8% | +0.1% | +172.7% | +178.0% |
| YTD | +86.6% | +13.6% | +73.0% | +50.5% |
| 1Y | +65.2% | +17.2% | +48.0% | +26.0% |
| All | +400.4% | +47.2% | +353.2% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling