+82.8%
XLI vs AR
+140.6%
-57.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | -5.8% | +12.6% | -18.4% | -7.3% |
| 3M | +0.7% | +10.0% | -9.3% | -0.7% |
| 6M | +3.2% | +0.6% | +2.5% | +2.5% |
| YTD | +13.0% | +13.4% | -0.4% | +10.1% |
| 1Y | +16.8% | +21.7% | -4.9% | +12.1% |
| 3Y | +72.4% | +45.8% | +26.6% | +58.4% |
| 5Y | +82.8% | +144.3% | -61.5% | +54.9% |
| All | +82.8% | +140.6% | -57.9% | +54.9% |
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