+252.4%
XLI vs ALK
-38.6%
+291.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -5.8% | -18.5% | +12.6% | -0.2% |
| 3M | +0.7% | -3.6% | +4.3% | +0.9% |
| 6M | +3.2% | -3.7% | +6.9% | +2.3% |
| YTD | +13.0% | -19.0% | +32.0% | +17.0% |
| 1Y | +16.8% | -36.0% | +52.8% | +29.0% |
| 3Y | +72.4% | +2.3% | +70.1% | +55.1% |
| 5Y | +82.8% | -27.8% | +110.5% | +78.8% |
| 10Y | +252.4% | -39.0% | +291.4% | +207.9% |
| All | +252.4% | -38.6% | +291.0% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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