+141.4%
XLC vs ALM
+1,450.7%
-1,309.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.7% |
| 7D | +0.6% | +8.4% | -7.8% | +0.4% |
| 30D | +0.2% | +34.8% | -34.6% | -0.6% |
| 3M | +0.6% | +16.2% | -15.6% | 0.0% |
| 6M | -4.5% | +2.1% | -6.6% | -5.1% |
| YTD | -4.7% | +117.0% | -121.7% | -7.2% |
| 1Y | -1.7% | +313.9% | -315.5% | -6.1% |
| 3Y | +72.3% | +2,327.9% | -2,255.7% | +55.6% |
| 5Y | +37.8% | +1,040.6% | -1,002.9% | +25.9% |
| All | +141.4% | +1,450.7% | -1,309.3% | +113.5% |
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