+34.1%
XLP vs ALC
-16.0%
+50.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.6% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +3.8% | +5.9% | -2.1% | +2.7% |
| 6M | -1.7% | -15.9% | +14.2% | +1.0% |
| YTD | +10.3% | -10.1% | +20.4% | +11.8% |
| 1Y | +7.8% | -10.2% | +18.0% | +9.2% |
| 3Y | +27.2% | -13.6% | +40.8% | +28.2% |
| All | +34.1% | -16.0% | +50.1% | +31.3% |
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