+1,076.3%
XLI vs ALL
+1,215.0%
-138.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | -0.5% | -3.9% | +3.4% | +0.9% |
| 30D | -0.2% | +10.6% | -10.8% | -4.2% |
| 3M | -8.6% | -4.6% | -4.0% | -7.4% |
| 6M | -2.0% | +20.2% | -22.2% | -9.9% |
| YTD | +9.7% | +23.7% | -14.0% | -0.8% |
| 1Y | +11.4% | +27.9% | -16.5% | -0.7% |
| 3Y | +74.2% | +109.2% | -35.0% | +25.4% |
| 5Y | +70.0% | +148.0% | -78.0% | +11.8% |
| 10Y | +235.2% | +363.8% | -128.5% | +72.7% |
| All | +1,076.3% | +1,215.0% | -138.7% | +274.5% |
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 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