+75.2%
XLF vs ALC
-15.5%
+90.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +0.2% | -3.7% | +3.8% | +1.1% |
| 30D | -0.5% | -3.7% | +3.2% | +0.4% |
| 3M | +10.6% | +4.6% | +6.1% | +9.1% |
| 6M | +14.3% | -14.6% | +28.9% | +18.5% |
| YTD | +5.5% | -11.9% | +17.4% | +8.3% |
| 1Y | +9.6% | -13.1% | +22.7% | +12.8% |
| 3Y | +75.2% | -15.0% | +90.2% | +84.5% |
| All | +75.2% | -15.5% | +90.7% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling