+64.1%
XLI vs AR
+71.8%
-7.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.8% | -14.3% | +11.4% | -1.0% |
| 30D | -3.1% | +1.4% | -4.5% | -3.4% |
| 3M | -11.7% | +3.4% | -15.1% | -12.3% |
| 6M | -7.6% | -2.1% | -5.5% | -7.8% |
| YTD | +5.7% | +4.7% | +1.0% | +3.7% |
| 1Y | +7.8% | +10.6% | -2.7% | +4.7% |
| 3Y | +67.4% | +24.6% | +42.8% | +56.8% |
| All | +64.1% | +71.8% | -7.7% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling