+164.2%
XLE vs ALC
+24.0%
+140.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | +5.9% | +3.9% | +7.2% |
| 6M | +15.6% | -15.9% | +31.5% | +21.8% |
| YTD | +45.3% | -10.1% | +55.4% | +48.9% |
| 1Y | +48.3% | -10.2% | +58.5% | +51.5% |
| 3Y | +55.4% | -13.6% | +69.0% | +56.5% |
| 5Y | +216.1% | -15.1% | +231.2% | +213.9% |
| All | +164.2% | +24.0% | +140.2% | +89.9% |
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