+64.1%
XLI vs ALK
-34.8%
+98.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.8% | +9.0% | -11.9% | -5.0% |
| 30D | -3.1% | -1.6% | -1.4% | -3.0% |
| 3M | -11.7% | -23.2% | +11.5% | -6.4% |
| 6M | -7.6% | -3.9% | -3.7% | -8.0% |
| YTD | +5.7% | -22.6% | +28.3% | +9.6% |
| 1Y | +7.8% | -5.3% | +13.1% | +5.9% |
| 3Y | +67.4% | +18.6% | +48.8% | +43.7% |
| All | +64.1% | -34.8% | +98.9% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling