+42.7%
XLP vs ALC
-8.7%
+51.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.5% | +7.6% | -4.1% | +2.0% |
| 30D | +11.6% | +21.1% | -9.6% | +7.6% |
| 3M | +7.6% | +8.5% | -0.8% | +5.9% |
| 6M | +10.0% | +2.8% | +7.2% | +8.9% |
| YTD | +19.7% | -2.4% | +22.1% | +19.4% |
| 1Y | +23.5% | +3.5% | +20.0% | +21.7% |
| 3Y | +44.0% | +4.2% | +39.8% | +39.4% |
| 5Y | +42.7% | -9.0% | +51.7% | +37.4% |
| All | +42.7% | -8.7% | +51.4% | +37.4% |
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