+82.8%
XLI vs ALL
+117.0%
-34.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | -5.8% | -4.7% | -1.1% | -4.8% |
| 3M | +0.7% | +18.4% | -17.7% | -4.2% |
| 6M | +3.2% | +20.5% | -17.3% | -2.5% |
| YTD | +13.0% | +23.5% | -10.5% | +5.7% |
| 1Y | +16.8% | +29.0% | -12.2% | +7.6% |
| 3Y | +72.4% | +153.7% | -81.3% | +25.8% |
| 5Y | +82.8% | +114.8% | -32.0% | +40.8% |
| All | +82.8% | +117.0% | -34.3% | +40.8% |
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