+134.0%
XLC vs ALM
+560.2%
-426.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.6% |
| 7D | +6.2% | -6.3% | +12.6% | +6.4% |
| 30D | -2.4% | -31.4% | +29.1% | -1.5% |
| 3M | -3.3% | -40.6% | +37.3% | -2.3% |
| 6M | -7.3% | -58.6% | +51.3% | -5.7% |
| YTD | -7.6% | -7.6% | 0.0% | -8.3% |
| 1Y | -3.7% | +13.8% | -17.5% | -5.0% |
| 3Y | +62.9% | +842.1% | -779.2% | +50.8% |
| 5Y | +41.6% | +407.4% | -365.8% | +32.0% |
| All | +134.0% | +560.2% | -426.2% | +111.1% |
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