+12.3%
XLI vs ALM
+44.8%
-32.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.2% |
| 7D | +0.6% | -6.4% | +7.0% | +1.1% |
| 30D | -0.4% | -35.0% | +34.6% | +3.0% |
| 3M | -8.8% | -33.8% | +25.0% | -6.4% |
| 6M | -0.4% | -55.0% | +54.6% | +4.5% |
| YTD | +10.1% | -0.2% | +10.3% | +10.6% |
| 1Y | +12.3% | +41.8% | -29.5% | +9.6% |
| All | +12.3% | +44.8% | -32.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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