+1,117.4%
XLI vs AA
+71.8%
+1,045.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -5.9% | +5.0% | -10.9% | -7.5% |
| 3M | -0.3% | -35.8% | +35.6% | +10.9% |
| 6M | +0.1% | -18.4% | +18.5% | +3.2% |
| YTD | +13.6% | -5.5% | +19.1% | +11.6% |
| 1Y | +17.2% | +61.0% | -43.8% | -1.5% |
| 3Y | +68.2% | +66.2% | +2.0% | +30.9% |
| 5Y | +80.7% | +11.4% | +69.3% | +42.2% |
| 10Y | +253.3% | +116.9% | +136.4% | +84.7% |
| All | +1,117.4% | +71.8% | +1,045.6% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling