+158.1%
XLE vs ALC
+30.3%
+127.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.9% |
| 7D | -6.7% | +2.3% | -9.0% | -7.6% |
| 30D | -4.4% | +15.5% | -19.9% | -9.3% |
| 3M | +4.0% | +0.6% | +3.4% | +3.3% |
| 6M | +13.2% | +18.4% | -5.2% | +5.6% |
| YTD | +41.9% | -5.6% | +47.5% | +42.4% |
| 1Y | +41.6% | 0.0% | +41.6% | +38.7% |
| 3Y | +64.0% | +2.8% | +61.2% | +53.0% |
| 5Y | +158.1% | -8.8% | +166.9% | +148.2% |
| All | +158.1% | +30.3% | +127.8% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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