+253.9%
XLI vs ALM
+2,589.2%
-2,335.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.3% |
| 7D | -1.7% | -11.8% | +10.2% | -1.3% |
| 30D | -7.3% | +7.8% | -15.1% | -7.6% |
| 3M | -1.3% | -9.3% | +7.9% | -1.4% |
| 6M | +2.2% | -30.5% | +32.7% | +2.6% |
| YTD | +11.7% | +75.8% | -64.1% | +9.5% |
| 1Y | +14.3% | +241.2% | -226.9% | +10.1% |
| 3Y | +70.3% | +1,872.6% | -1,802.3% | +56.3% |
| 5Y | +82.3% | +849.6% | -767.3% | +68.8% |
| All | +253.9% | +2,589.2% | -2,335.3% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling