+82.8%
XLI vs ALC
-15.6%
+98.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +1.0% | -3.7% | +4.6% | +2.1% |
| 30D | -5.8% | -3.7% | -2.1% | -4.8% |
| 3M | +0.7% | +4.6% | -3.9% | -1.0% |
| 6M | +3.2% | -14.6% | +17.8% | +7.7% |
| YTD | +13.0% | -11.9% | +24.9% | +16.5% |
| 1Y | +16.8% | -13.1% | +29.9% | +20.7% |
| 3Y | +72.4% | -15.0% | +87.4% | +76.4% |
| 5Y | +82.8% | -16.2% | +99.0% | +81.7% |
| All | +82.8% | -15.6% | +98.4% | +81.7% |
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