+80.9%
XLI vs ALM
+958.0%
-877.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.3% |
| 7D | -0.6% | +3.6% | -4.2% | -0.7% |
| 30D | -6.9% | +33.8% | -40.7% | -8.2% |
| 3M | -1.9% | +14.8% | -16.7% | -2.9% |
| 6M | +1.0% | -7.0% | +8.0% | +0.4% |
| YTD | +11.3% | +108.1% | -96.7% | +7.6% |
| 1Y | +15.8% | +313.8% | -298.0% | +9.3% |
| 3Y | +69.8% | +2,227.6% | -2,157.8% | +49.8% |
| 5Y | +80.9% | +956.6% | -875.7% | +62.1% |
| All | +80.9% | +958.0% | -877.1% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling