+228.0%
XLI vs AR
+52.4%
+175.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.2% |
| 7D | -1.5% | -5.8% | +4.2% | -0.8% |
| 30D | -0.3% | +4.8% | -5.1% | -0.9% |
| 3M | -8.4% | +1.5% | -9.9% | -8.7% |
| 6M | -2.1% | +4.7% | -6.8% | -3.1% |
| YTD | +9.6% | +9.2% | +0.4% | +7.5% |
| 1Y | +10.7% | +11.2% | -0.5% | +8.1% |
| 3Y | +71.6% | +46.2% | +25.3% | +59.6% |
| 5Y | +70.8% | +98.1% | -27.3% | +49.6% |
| 10Y | +228.0% | +54.5% | +173.4% | +159.4% |
| All | +228.0% | +52.4% | +175.5% | +159.4% |
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