+12.1%
XLI vs ALL
+30.4%
-18.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | +0.9% | -2.6% | +3.4% | +0.7% |
| 30D | +1.1% | +12.7% | -11.6% | +2.1% |
| 3M | -7.7% | +0.4% | -8.1% | -7.7% |
| 6M | -1.8% | +23.8% | -25.6% | -0.3% |
| YTD | +11.1% | +27.8% | -16.7% | +12.9% |
| 1Y | +12.1% | +28.9% | -16.8% | +13.5% |
| All | +12.1% | +30.4% | -18.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling