+133.6%
XLC vs ALM
+518.8%
-385.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.8% |
| 7D | +3.1% | -4.0% | +7.1% | +3.2% |
| 30D | -4.2% | -30.5% | +26.3% | -3.4% |
| 3M | -2.1% | -46.9% | +44.8% | -0.8% |
| 6M | -6.6% | -65.5% | +58.9% | -4.6% |
| YTD | -7.8% | -13.4% | +5.6% | -8.3% |
| 1Y | -4.1% | +9.8% | -13.9% | -5.3% |
| 3Y | +62.6% | +783.1% | -720.5% | +50.8% |
| 5Y | +39.6% | +378.3% | -338.7% | +30.3% |
| All | +133.6% | +518.8% | -385.3% | +111.0% |
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