+70.0%
XLI vs ALL
+145.6%
-75.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | -0.5% | -3.9% | +3.4% | +0.4% |
| 30D | -0.2% | +10.6% | -10.8% | -2.7% |
| 3M | -8.6% | -4.6% | -4.0% | -7.7% |
| 6M | -2.0% | +20.2% | -22.2% | -7.5% |
| YTD | +9.7% | +23.7% | -14.0% | +2.3% |
| 1Y | +11.4% | +27.9% | -16.5% | +2.8% |
| 3Y | +74.2% | +109.2% | -35.0% | +35.0% |
| 5Y | +70.0% | +148.0% | -78.0% | +21.8% |
| All | +70.0% | +145.6% | -75.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling