+8.6%
XLF vs ALC
-14.0%
+22.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.0% | -5.3% | +4.2% | +0.1% |
| 30D | -1.3% | -7.1% | +5.8% | +0.2% |
| 3M | +9.1% | +0.8% | +8.4% | +8.8% |
| 6M | +14.4% | -16.0% | +30.3% | +18.4% |
| YTD | +5.1% | -12.7% | +17.8% | +7.5% |
| 1Y | +8.6% | -12.8% | +21.5% | +10.9% |
| All | +8.6% | -14.0% | +22.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling