+104.2%
XLV vs ALC
+16.1%
+88.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.6% | -6.3% | +2.8% | -1.3% |
| 30D | -1.8% | -10.3% | +8.4% | +2.0% |
| 3M | +7.8% | -0.7% | +8.5% | +7.9% |
| 6M | +9.1% | -17.8% | +27.0% | +16.1% |
| YTD | +7.7% | -15.8% | +23.5% | +13.5% |
| 1Y | +20.4% | -16.7% | +37.1% | +27.1% |
| 3Y | +30.8% | -19.7% | +50.5% | +37.3% |
| 5Y | +34.6% | -19.8% | +54.4% | +39.0% |
| All | +104.2% | +16.1% | +88.0% | +69.1% |
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