-28.3%
BABA vs XLI
+63.4%
-91.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +11.6% | -2.8% | +14.5% | +13.8% |
| 30D | +2.3% | -3.1% | +5.4% | +4.5% |
| 3M | -13.7% | -11.7% | -2.0% | -5.3% |
| 6M | -21.9% | -7.6% | -14.4% | -17.9% |
| YTD | -24.6% | +5.7% | -30.3% | -29.3% |
| 1Y | -34.1% | +7.8% | -41.9% | -39.4% |
| 3Y | +36.3% | +67.4% | -31.1% | -18.3% |
| All | -28.3% | +63.4% | -91.6% | -56.5% |
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