-40.9%
XE vs ALC
-8.9%
-32.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -10.5% |
| 7D | -4.6% | -5.3% | +0.6% | -8.1% |
| 30D | -16.4% | -7.1% | -9.3% | -20.4% |
| 3M | -15.5% | +0.8% | -16.3% | -13.4% |
| All | -40.9% | -8.9% | -32.0% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling