+86.5%
XLU vs ALC
+24.0%
+62.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -1.3% | +5.9% | -7.2% | -3.3% |
| 6M | -7.6% | -15.9% | +8.3% | -3.2% |
| YTD | +2.3% | -10.1% | +12.4% | +4.7% |
| 1Y | +5.8% | -10.2% | +16.0% | +8.0% |
| 3Y | +50.5% | -13.6% | +64.1% | +52.1% |
| 5Y | +44.1% | -15.1% | +59.3% | +43.5% |
| All | +86.5% | +24.0% | +62.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling