+72.4%
XLI vs AA
+89.1%
-16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | -5.8% | +3.3% | -9.1% | -6.4% |
| 3M | +0.7% | -29.4% | +30.1% | +5.5% |
| 6M | +3.2% | -12.8% | +16.0% | +3.9% |
| YTD | +13.0% | -2.1% | +15.2% | +11.2% |
| 1Y | +16.8% | +62.8% | -46.0% | +4.9% |
| 3Y | +72.4% | +90.5% | -18.1% | +45.6% |
| All | +72.4% | +89.1% | -16.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling