+80.9%
XLI vs AA
+15.6%
+65.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.2% |
| 7D | -0.6% | -0.6% | +0.1% | -0.5% |
| 30D | -6.9% | -1.6% | -5.4% | -6.9% |
| 3M | -1.9% | -29.8% | +27.9% | +3.1% |
| 6M | +1.0% | -16.6% | +17.7% | +2.6% |
| YTD | +11.3% | -4.0% | +15.4% | +10.0% |
| 1Y | +15.8% | +63.5% | -47.7% | +4.1% |
| 3Y | +69.8% | +86.8% | -16.9% | +43.8% |
| 5Y | +80.9% | +12.4% | +68.5% | +60.5% |
| All | +80.9% | +15.6% | +65.3% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling