+111.9%
XLB vs ALC
+26.4%
+85.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | 0.0% | -6.2% | +6.2% | +2.6% |
| 30D | +5.3% | +14.0% | -8.7% | -0.4% |
| 3M | 0.0% | -2.4% | +2.4% | +0.7% |
| 6M | +1.2% | +12.6% | -11.4% | -4.2% |
| YTD | +16.9% | -8.4% | +25.3% | +19.5% |
| 1Y | +20.9% | -9.1% | +30.0% | +23.9% |
| 3Y | +43.3% | -0.3% | +43.6% | +36.8% |
| 5Y | +28.3% | -9.9% | +38.2% | +25.8% |
| All | +111.9% | +26.4% | +85.6% | +62.7% |
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