+365.7%
ALAB vs XLC
+41.7%
+324.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.4% |
| 7D | +3.2% | +0.6% | +2.6% | +2.3% |
| 30D | -13.6% | +0.2% | -13.8% | -14.4% |
| 3M | -16.6% | +0.6% | -17.2% | -19.1% |
| 6M | +142.3% | -4.5% | +146.8% | +152.8% |
| YTD | +73.6% | -4.7% | +78.3% | +80.5% |
| 1Y | +33.7% | -1.7% | +35.3% | +30.9% |
| All | +365.7% | +41.7% | +324.0% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling