+102.3%
XLP vs ALC
+30.4%
+71.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +7.3% | +16.0% | -8.7% | +3.6% |
| 3M | +8.1% | +0.8% | +7.3% | +7.8% |
| 6M | +10.5% | +16.8% | -6.4% | +6.3% |
| YTD | +21.2% | -5.5% | +26.7% | +21.8% |
| 1Y | +22.7% | -5.3% | +28.0% | +23.2% |
| 3Y | +44.8% | +4.1% | +40.7% | +38.9% |
| 5Y | +44.7% | -7.1% | +51.8% | +41.1% |
| All | +102.3% | +30.4% | +71.9% | +69.5% |
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