+35.8%
XHB vs ALC
-10.7%
+46.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +1.3% | +2.1% | -0.7% | +0.3% |
| 30D | +11.8% | +17.2% | -5.4% | +3.5% |
| 3M | -3.8% | +4.6% | -8.5% | -6.1% |
| 6M | +4.1% | +20.1% | -16.0% | -5.4% |
| YTD | +4.0% | -4.2% | +8.1% | +4.8% |
| 1Y | +1.6% | +2.1% | -0.5% | -1.1% |
| 3Y | +43.2% | +4.5% | +38.7% | +33.6% |
| 5Y | +35.8% | -12.3% | +48.2% | +36.4% |
| All | +35.8% | -10.7% | +46.5% | +36.4% |
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