+409.4%
XLI vs ALM
+7,705.7%
-7,296.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | -5.9% | +32.0% | -38.0% | -6.0% |
| 3M | -0.3% | -15.0% | +14.8% | -0.2% |
| 6M | +0.1% | -10.1% | +10.3% | +0.1% |
| YTD | +13.6% | +99.4% | -85.8% | +13.3% |
| 1Y | +17.2% | +316.4% | -299.2% | +16.7% |
| 3Y | +68.2% | +2,022.0% | -1,953.8% | +66.8% |
| 5Y | +80.7% | +941.2% | -860.5% | +79.4% |
| 10Y | +253.3% | +2,950.3% | -2,697.1% | +249.7% |
| All | +409.4% | +7,705.7% | -7,296.4% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling