+155.7%
XLE vs ALC
+34.7%
+121.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -10.3% | +7.6% | -17.9% | -12.7% |
| 30D | -3.3% | +21.1% | -24.5% | -9.7% |
| 3M | +8.2% | +8.5% | -0.3% | +4.7% |
| 6M | +5.0% | +2.8% | +2.2% | +3.0% |
| YTD | +40.6% | -2.4% | +43.0% | +39.6% |
| 1Y | +45.0% | +3.5% | +41.5% | +40.5% |
| 3Y | +56.3% | +4.2% | +52.1% | +45.6% |
| 5Y | +152.2% | -9.0% | +161.2% | +145.0% |
| All | +155.7% | +34.7% | +121.0% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling