+792.3%
XLI vs ASX
+3,397.4%
-2,605.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.1% |
| 7D | +4.3% | +22.1% | -17.8% | 0.0% |
| 30D | +0.5% | -23.8% | +24.2% | +5.0% |
| 3M | -8.6% | -7.6% | -1.0% | -8.5% |
| 6M | -2.3% | +6.9% | -9.2% | -6.6% |
| YTD | +10.1% | +127.7% | -117.6% | -10.5% |
| 1Y | +11.0% | +144.5% | -133.5% | -11.2% |
| 3Y | +72.3% | +377.8% | -305.5% | +16.9% |
| 5Y | +70.8% | +498.2% | -427.4% | +8.4% |
| 10Y | +228.7% | +962.7% | -734.0% | +76.8% |
| All | +792.3% | +3,397.4% | -2,605.1% | +204.4% |
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