+218.0%
XLE vs ALC
-16.0%
+234.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | +11.8% | -0.1% | +11.9% | +11.8% |
| 3M | +9.8% | +5.9% | +3.9% | +8.4% |
| 6M | +15.6% | -15.9% | +31.5% | +19.1% |
| YTD | +45.3% | -10.1% | +55.4% | +47.4% |
| 1Y | +48.3% | -10.2% | +58.5% | +50.2% |
| 3Y | +55.4% | -13.6% | +69.0% | +57.1% |
| All | +218.0% | -16.0% | +234.0% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling