+133.1%
XLC vs ALM
+611.7%
-478.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +2.2% |
| 7D | +7.1% | +0.7% | +6.3% | +7.0% |
| 30D | -2.7% | -26.1% | +23.3% | -2.1% |
| 3M | -3.2% | -38.1% | +34.9% | -2.2% |
| 6M | -7.7% | -55.4% | +47.8% | -6.3% |
| YTD | -8.0% | -0.4% | -7.6% | -8.8% |
| 1Y | -3.1% | +25.4% | -28.4% | -4.6% |
| 3Y | +64.9% | +907.8% | -842.9% | +52.4% |
| 5Y | +39.5% | +440.2% | -400.6% | +29.8% |
| All | +133.1% | +611.7% | -478.6% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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