+21.8%
XBI vs ALC
-17.1%
+38.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -3.6% | -5.3% | +1.7% | -1.0% |
| 30D | +0.9% | -7.1% | +7.9% | +4.5% |
| 3M | +21.4% | +0.8% | +20.7% | +20.2% |
| 6M | +25.5% | -16.0% | +41.5% | +35.7% |
| YTD | +30.8% | -12.7% | +43.6% | +38.1% |
| 1Y | +68.6% | -12.8% | +81.4% | +77.5% |
| 3Y | +103.9% | -15.8% | +119.8% | +111.8% |
| All | +21.8% | -17.1% | +38.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling