+59.3%
XLF vs ALC
-9.1%
+68.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.2% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +7.6% | +16.0% | -8.4% | +2.5% |
| 3M | +1.1% | +0.8% | +0.3% | +0.6% |
| 6M | +15.9% | +16.8% | -0.9% | +9.6% |
| YTD | +8.4% | -5.5% | +13.9% | +9.4% |
| 1Y | +12.5% | -5.3% | +17.8% | +13.3% |
| 3Y | +81.6% | +4.1% | +77.5% | +71.4% |
| All | +59.3% | -9.1% | +68.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling