+145.6%
XLK vs ALC
-19.4%
+164.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -0.4% | -7.7% | +7.3% | +2.5% |
| 30D | -0.5% | -11.7% | +11.2% | +4.1% |
| 3M | +5.0% | +0.7% | +4.3% | +3.9% |
| 6M | +32.9% | -17.1% | +49.9% | +41.5% |
| YTD | +29.0% | -15.1% | +44.1% | +35.5% |
| 1Y | +37.8% | -14.1% | +52.0% | +43.5% |
| 3Y | +118.7% | -18.2% | +136.8% | +126.1% |
| 5Y | +145.6% | -19.2% | +164.7% | +152.0% |
| All | +145.6% | -19.4% | +164.9% | +152.0% |
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