+257.2%
XLI vs AR
+43.0%
+214.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -6.9% | +5.5% | -12.5% | -7.5% |
| 3M | -1.9% | +12.9% | -14.8% | -3.5% |
| 6M | +1.0% | +0.1% | +1.0% | +0.5% |
| YTD | +11.3% | +13.5% | -2.2% | +8.8% |
| 1Y | +15.8% | +21.6% | -5.8% | +11.9% |
| 3Y | +69.8% | +46.0% | +23.8% | +58.0% |
| 5Y | +80.9% | +143.7% | -62.8% | +54.6% |
| 10Y | +257.2% | +44.3% | +212.9% | +185.3% |
| All | +257.2% | +43.0% | +214.2% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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