+820.6%
XLI vs ASX
+3,515.0%
-2,694.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.1% | -0.7% | -0.3% | -0.9% |
| 30D | -5.9% | +2.0% | -7.9% | -6.5% |
| 3M | -0.3% | -1.3% | +1.1% | -1.3% |
| 6M | +0.1% | +71.4% | -71.3% | -12.2% |
| YTD | +13.6% | +135.3% | -121.7% | -7.1% |
| 1Y | +17.2% | +267.5% | -250.3% | -13.2% |
| 3Y | +68.2% | +388.5% | -320.3% | +15.1% |
| 5Y | +80.7% | +417.1% | -336.4% | +19.4% |
| 10Y | +253.3% | +872.7% | -619.5% | +95.5% |
| All | +820.6% | +3,515.0% | -2,694.5% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling