+37.3%
XHB vs ALC
-15.6%
+53.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.5% |
| 7D | +0.2% | -3.7% | +3.9% | +2.0% |
| 30D | -9.1% | -3.7% | -5.3% | -7.4% |
| 3M | -2.3% | +4.6% | -6.9% | -4.7% |
| 6M | -4.1% | -14.6% | +10.5% | +2.7% |
| YTD | -1.7% | -11.9% | +10.2% | +3.3% |
| 1Y | -15.1% | -13.1% | -2.0% | -10.3% |
| 3Y | +26.8% | -15.0% | +41.8% | +32.4% |
| 5Y | +37.3% | -16.2% | +53.5% | +39.0% |
| All | +37.3% | -15.6% | +53.0% | +39.0% |
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