+226.1%
XLI vs ALL
+377.9%
-151.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.8% | +5.0% | -1.3% | +1.6% |
| 30D | +1.0% | +13.3% | -12.3% | -4.5% |
| 3M | -8.9% | +3.2% | -12.1% | -10.6% |
| 6M | -2.3% | +25.3% | -27.6% | -13.0% |
| YTD | +9.7% | +30.5% | -20.8% | -4.9% |
| 1Y | +12.3% | +29.2% | -16.9% | -2.2% |
| 3Y | +71.5% | +119.1% | -47.6% | +10.6% |
| 5Y | +70.2% | +162.6% | -92.4% | -5.2% |
| All | +226.1% | +377.9% | -151.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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