+155.2%
XLI vs ALC
+20.4%
+134.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -0.6% | -5.3% | +4.7% | +1.5% |
| 30D | -6.9% | -7.1% | +0.1% | -4.4% |
| 3M | -1.9% | +0.8% | -2.7% | -2.6% |
| 6M | +1.0% | -16.0% | +17.0% | +7.1% |
| YTD | +11.3% | -12.7% | +24.1% | +16.0% |
| 1Y | +15.8% | -12.8% | +28.6% | +20.3% |
| 3Y | +69.8% | -15.8% | +85.7% | +74.6% |
| 5Y | +80.9% | -16.7% | +97.5% | +83.0% |
| All | +155.2% | +20.4% | +134.8% | +96.9% |
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 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