+142.5%
XLC vs ALM
+1,325.0%
-1,182.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | +1.0% | +32.0% | -31.0% | +0.3% |
| 3M | -0.7% | -15.0% | +14.3% | -0.6% |
| 6M | -5.1% | -10.1% | +5.0% | -5.4% |
| YTD | -4.3% | +99.4% | -103.7% | -6.6% |
| 1Y | -0.6% | +316.4% | -316.9% | -5.0% |
| 3Y | +72.7% | +2,022.0% | -1,949.3% | +56.6% |
| 5Y | +38.0% | +941.2% | -903.2% | +26.4% |
| All | +142.5% | +1,325.0% | -1,182.5% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling