+10.7%
XLI vs AS
+6.1%
+4.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.3% |
| 7D | -1.5% | +4.5% | -6.0% | -2.3% |
| 30D | -0.3% | +13.2% | -13.5% | -2.7% |
| 3M | -8.4% | -11.9% | +3.6% | -6.3% |
| 6M | -2.1% | -11.6% | +9.5% | -0.3% |
| YTD | +9.6% | -14.7% | +24.3% | +10.5% |
| 1Y | +10.7% | +5.7% | +5.0% | +11.3% |
| All | +10.7% | +6.1% | +4.6% | +11.3% |
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