+1,117.4%
XLI vs ALK
+341.9%
+775.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -5.9% | -19.2% | +13.3% | -0.8% |
| 3M | -0.3% | -1.5% | +1.3% | -0.6% |
| 6M | +0.1% | -13.1% | +13.2% | +2.0% |
| YTD | +13.6% | -16.4% | +30.0% | +16.3% |
| 1Y | +17.2% | -33.1% | +50.3% | +26.2% |
| 3Y | +68.2% | +0.6% | +67.6% | +56.1% |
| 5Y | +80.7% | -26.4% | +107.1% | +78.0% |
| 10Y | +253.3% | -34.2% | +287.4% | +229.3% |
| All | +1,117.4% | +341.9% | +775.5% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling