+109.9%
XLI vs ABNB
+14.8%
+95.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -2.3% | -9.5% | +7.2% | -0.8% |
| 30D | -8.2% | -9.4% | +1.2% | -6.8% |
| 3M | +0.8% | +29.9% | -29.1% | -3.9% |
| 6M | +0.8% | +26.6% | -25.7% | -3.6% |
| YTD | +10.5% | +23.5% | -13.0% | +5.9% |
| 1Y | +14.1% | +35.8% | -21.7% | +7.6% |
| 3Y | +68.6% | +15.0% | +53.6% | +60.1% |
| 5Y | +80.4% | +1.5% | +78.9% | +66.9% |
| All | +109.9% | +14.8% | +95.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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