+12.3%
XLI vs AS
+3.3%
+9.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.0% |
| 7D | +0.6% | +13.8% | -13.2% | -1.9% |
| 30D | -0.4% | +16.7% | -17.0% | -3.4% |
| 3M | -8.8% | -11.5% | +2.7% | -7.0% |
| 6M | -0.4% | -5.5% | +5.1% | -0.1% |
| YTD | +10.1% | -14.2% | +24.3% | +10.9% |
| 1Y | +12.3% | +2.1% | +10.2% | +12.2% |
| All | +12.3% | +3.3% | +9.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling