+70.8%
XLI vs ALC
-9.1%
+79.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.3% |
| 30D | -0.3% | +15.5% | -15.8% | -4.7% |
| 3M | -8.4% | +0.6% | -8.9% | -8.8% |
| 6M | -2.1% | +18.4% | -20.5% | -7.6% |
| YTD | +9.6% | -5.6% | +15.2% | +10.5% |
| 1Y | +10.7% | 0.0% | +10.6% | +9.2% |
| 3Y | +71.6% | +2.8% | +68.8% | +63.8% |
| 5Y | +70.8% | -8.8% | +79.5% | +67.0% |
| All | +70.8% | -9.1% | +79.9% | +67.0% |
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