+427.5%
XLK vs ALC
+16.1%
+411.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +0.2% | -6.3% | +6.5% | +3.0% |
| 30D | -0.6% | -10.3% | +9.6% | +3.9% |
| 3M | +2.6% | -0.7% | +3.3% | +2.0% |
| 6M | +34.0% | -17.8% | +51.8% | +44.0% |
| YTD | +30.7% | -15.8% | +46.5% | +38.3% |
| 1Y | +39.2% | -16.7% | +55.9% | +47.6% |
| 3Y | +120.4% | -19.7% | +140.2% | +130.8% |
| 5Y | +148.8% | -19.8% | +168.6% | +155.8% |
| All | +427.5% | +16.1% | +411.3% | +328.2% |
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