+72.3%
XBI vs ALC
+16.1%
+56.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -4.6% | -6.3% | +1.7% | -1.5% |
| 30D | -2.0% | -10.3% | +8.3% | +3.5% |
| 3M | +17.8% | -0.7% | +18.5% | +17.5% |
| 6M | +23.7% | -17.8% | +41.6% | +35.1% |
| YTD | +28.2% | -15.8% | +44.0% | +37.7% |
| 1Y | +64.0% | -16.7% | +80.7% | +76.6% |
| 3Y | +99.4% | -19.7% | +119.1% | +113.4% |
| 5Y | +19.3% | -19.8% | +39.1% | +25.4% |
| All | +72.3% | +16.1% | +56.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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