+14.1%
XLI vs ALM
+279.2%
-265.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | 0.0% |
| 7D | -2.3% | -7.1% | +4.8% | -1.8% |
| 30D | -8.2% | +24.7% | -32.8% | -9.9% |
| 3M | +0.8% | +8.3% | -7.5% | -0.7% |
| 6M | +0.8% | -22.2% | +23.0% | +0.6% |
| YTD | +10.5% | +88.1% | -77.6% | +5.6% |
| 1Y | +14.1% | +272.4% | -258.2% | +4.3% |
| All | +14.1% | +279.2% | -265.0% | +4.3% |
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