-31.3%
BABA vs XLI
+81.3%
-112.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -3.9% |
| 30D | -11.9% | -5.9% | -6.0% | -7.7% |
| 3M | -9.3% | -0.3% | -9.0% | -9.8% |
| 6M | -14.2% | +0.1% | -14.4% | -15.1% |
| YTD | -22.0% | +13.6% | -35.6% | -30.5% |
| 1Y | -12.7% | +17.2% | -29.9% | -24.3% |
| 3Y | +26.7% | +68.2% | -41.6% | -22.3% |
| All | -31.3% | +81.3% | -112.6% | -62.1% |
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 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