+226.1%
XLI vs AA
+42.1%
+183.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +1.0% | -0.6% | +1.6% | +1.1% |
| 3M | -8.9% | -19.7% | +10.7% | -5.2% |
| 6M | -2.3% | -41.6% | +39.3% | +7.5% |
| YTD | +9.7% | -24.6% | +34.3% | +13.1% |
| 1Y | +12.3% | +4.9% | +7.4% | +7.8% |
| 3Y | +71.5% | +66.8% | +4.6% | +41.4% |
| 5Y | +70.2% | -19.4% | +89.6% | +53.3% |
| All | +226.1% | +42.1% | +183.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling