+155.7%
XLE vs ALC
+31.8%
+123.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -12.0% | +4.9% | -16.9% | -13.6% |
| 30D | -2.7% | +19.0% | -21.7% | -8.7% |
| 3M | +6.6% | +7.8% | -1.2% | +3.4% |
| 6M | +9.5% | +14.6% | -5.0% | +3.5% |
| YTD | +40.6% | -4.4% | +45.0% | +40.5% |
| 1Y | +43.6% | +1.4% | +42.2% | +40.0% |
| 3Y | +58.1% | +2.5% | +55.6% | +47.9% |
| 5Y | +152.2% | -10.9% | +163.1% | +146.6% |
| All | +155.7% | +31.8% | +123.8% | +79.2% |
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