+43.2%
XLB vs ALC
+4.4%
+38.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | +5.2% | +16.0% | -10.9% | +0.7% |
| 3M | +0.3% | +0.8% | -0.5% | -0.1% |
| 6M | +1.2% | +16.8% | -15.7% | -3.6% |
| YTD | +16.6% | -5.5% | +22.1% | +17.7% |
| 1Y | +21.4% | -5.3% | +26.7% | +22.3% |
| 3Y | +43.2% | +4.1% | +39.1% | +40.5% |
| All | +43.2% | +4.4% | +38.8% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling