+35.0%
XLB vs ALC
-13.3%
+48.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | -1.4% | -2.1% | +0.7% | -0.8% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +2.0% | +5.9% | -3.9% | +0.1% |
| 6M | +1.8% | -15.9% | +17.8% | +6.9% |
| YTD | +16.6% | -10.1% | +26.7% | +19.5% |
| 1Y | +16.9% | -10.2% | +27.2% | +19.7% |
| All | +35.0% | -13.3% | +48.4% | +40.4% |
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 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