+14.1%
XLI vs A
+14.6%
-0.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.3% | -4.6% | +2.3% | -1.6% |
| 30D | -8.2% | -4.3% | -3.9% | -7.6% |
| 3M | +0.8% | +8.9% | -8.2% | -0.7% |
| 6M | +0.8% | +24.5% | -23.7% | -3.1% |
| YTD | +10.5% | +5.8% | +4.7% | +9.7% |
| 1Y | +14.1% | +16.2% | -2.1% | +12.8% |
| All | +14.1% | +14.6% | -0.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling