+75.0%
XLI vs AUR
-36.7%
+111.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -8.2% | -8.9% | +0.8% | -7.6% |
| 3M | +0.8% | +4.6% | -3.9% | +0.1% |
| 6M | +0.8% | +44.9% | -44.0% | -2.7% |
| YTD | +10.5% | +64.8% | -54.3% | +5.4% |
| 1Y | +14.1% | +16.4% | -2.2% | +11.3% |
| 3Y | +68.6% | +85.1% | -16.5% | +51.1% |
| 5Y | +80.4% | -36.1% | +116.5% | +56.4% |
| All | +75.0% | -36.7% | +111.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling