+153.4%
XLF vs ALC
+26.4%
+127.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +1.2% | -6.2% | +7.4% | +3.8% |
| 30D | +6.2% | +14.0% | -7.8% | +0.6% |
| 3M | +0.9% | -2.4% | +3.2% | +1.6% |
| 6M | +13.6% | +12.6% | +1.0% | +7.5% |
| YTD | +7.6% | -8.4% | +16.0% | +10.0% |
| 1Y | +10.2% | -9.1% | +19.3% | +12.9% |
| 3Y | +79.8% | -0.3% | +80.1% | +70.7% |
| 5Y | +58.0% | -9.9% | +67.9% | +54.0% |
| All | +153.4% | +26.4% | +127.0% | +89.0% |
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 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