+64.4%
XLF vs ALC
-17.4%
+81.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.0% | -5.3% | +4.2% | +0.7% |
| 30D | -1.3% | -7.1% | +5.8% | +1.0% |
| 3M | +9.1% | +0.8% | +8.4% | +8.6% |
| 6M | +14.4% | -16.0% | +30.3% | +20.2% |
| YTD | +5.1% | -12.7% | +17.8% | +8.9% |
| 1Y | +8.6% | -12.8% | +21.5% | +12.4% |
| 3Y | +74.4% | -15.8% | +90.3% | +79.0% |
| 5Y | +64.4% | -16.7% | +81.0% | +61.1% |
| All | +64.4% | -17.4% | +81.8% | +61.1% |
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