+139.4%
XLC vs ALC
+26.4%
+113.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +3.1% | -6.2% | +9.3% | +5.5% |
| 30D | -4.2% | +14.0% | -18.2% | -8.9% |
| 3M | -2.1% | -2.4% | +0.2% | -1.6% |
| 6M | -6.6% | +12.6% | -19.2% | -11.3% |
| YTD | -7.8% | -8.4% | +0.6% | -6.1% |
| 1Y | -4.1% | -9.1% | +5.0% | -2.1% |
| 3Y | +62.6% | -0.3% | +62.9% | +54.3% |
| 5Y | +39.6% | -9.9% | +49.5% | +36.2% |
| All | +139.4% | +26.4% | +113.1% | +99.0% |
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 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