+80.9%
XLI vs A
-16.2%
+97.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -0.6% | -4.4% | +3.8% | +0.8% |
| 30D | -6.9% | -2.7% | -4.3% | -6.3% |
| 3M | -1.9% | +7.0% | -9.0% | -4.3% |
| 6M | +1.0% | +24.6% | -23.6% | -6.7% |
| YTD | +11.3% | +7.0% | +4.3% | +8.0% |
| 1Y | +15.8% | +15.6% | +0.2% | +9.0% |
| 3Y | +69.8% | +29.9% | +39.9% | +48.9% |
| 5Y | +80.9% | -15.4% | +96.3% | +73.8% |
| All | +80.9% | -16.2% | +97.1% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling