+81.8%
XLI vs AUR
-35.1%
+116.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | -7.3% | -6.4% | -0.9% | -6.9% |
| 3M | -1.3% | +7.7% | -9.1% | -2.2% |
| 6M | +2.2% | +44.5% | -42.3% | -1.4% |
| YTD | +11.7% | +67.4% | -55.7% | +6.4% |
| 1Y | +14.3% | +15.4% | -1.2% | +11.5% |
| 3Y | +70.3% | +94.8% | -24.5% | +52.1% |
| All | +81.8% | -35.1% | +116.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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