+69.9%
XLI vs EXE
+76.7%
-6.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +3.8% | +5.3% | -1.6% | +2.9% |
| 30D | +1.0% | -2.2% | +3.2% | +1.4% |
| 3M | -8.9% | -5.9% | -3.0% | -8.1% |
| 6M | -2.3% | -5.7% | +3.4% | -1.7% |
| YTD | +9.7% | -17.8% | +27.5% | +12.6% |
| 1Y | +12.3% | -23.1% | +35.4% | +16.7% |
| 3Y | +71.5% | +21.2% | +50.3% | +61.0% |
| All | +69.9% | +76.7% | -6.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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