+82.8%
XLI vs ASX
+472.4%
-389.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.8% |
| 7D | +1.0% | +6.3% | -5.3% | -0.4% |
| 30D | -5.8% | +6.4% | -12.2% | -7.3% |
| 3M | +0.7% | +13.1% | -12.4% | -3.4% |
| 6M | +3.2% | +90.3% | -87.1% | -13.4% |
| YTD | +13.0% | +149.6% | -136.6% | -11.5% |
| 1Y | +16.8% | +249.2% | -232.4% | -16.2% |
| 3Y | +72.4% | +445.9% | -373.5% | +6.6% |
| 5Y | +82.8% | +477.7% | -395.0% | +4.8% |
| All | +82.8% | +472.4% | -389.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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