+1,093.3%
XLI vs AU
+856.7%
+236.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | -6.9% | +12.3% | -19.2% | -7.9% |
| 3M | -1.9% | +29.4% | -31.3% | -4.1% |
| 6M | +1.0% | +3.2% | -2.2% | +0.2% |
| YTD | +11.3% | +31.8% | -20.5% | +8.1% |
| 1Y | +15.8% | +83.4% | -67.6% | +9.5% |
| 3Y | +69.8% | +623.1% | -553.3% | +42.8% |
| 5Y | +80.9% | +700.5% | -619.6% | +48.7% |
| 10Y | +257.2% | +717.6% | -460.4% | +179.6% |
| All | +1,093.3% | +856.7% | +236.5% | +748.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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