+1,117.4%
XLI vs ALL
+1,244.9%
-127.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.9% | -1.5% | -4.5% | -5.6% |
| 3M | -0.3% | +23.6% | -23.9% | -8.8% |
| 6M | +0.1% | +22.3% | -22.2% | -8.3% |
| YTD | +13.6% | +26.5% | -12.9% | +2.2% |
| 1Y | +17.2% | +27.0% | -9.8% | +5.0% |
| 3Y | +68.2% | +149.6% | -81.4% | +13.1% |
| 5Y | +80.7% | +118.1% | -37.4% | +25.4% |
| 10Y | +253.3% | +369.0% | -115.7% | +81.8% |
| All | +1,117.4% | +1,244.9% | -127.5% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling