+151.4%
XLI vs ALC
+30.4%
+121.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.6% |
| 7D | +3.8% | -1.1% | +4.9% | +4.1% |
| 30D | +1.0% | +16.0% | -15.0% | -4.8% |
| 3M | -8.9% | +0.8% | -9.7% | -9.6% |
| 6M | -2.3% | +16.8% | -19.1% | -8.8% |
| YTD | +9.7% | -5.5% | +15.2% | +10.4% |
| 1Y | +12.3% | -5.3% | +17.6% | +12.8% |
| 3Y | +71.5% | +4.1% | +67.4% | +60.4% |
| 5Y | +70.2% | -7.1% | +77.2% | +64.4% |
| All | +151.4% | +30.4% | +121.0% | +87.4% |
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