+30.8%
XLV vs ALC
-19.1%
+49.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -6.3% | +2.8% | -1.7% |
| 30D | -1.8% | -10.3% | +8.4% | +1.3% |
| 3M | +7.8% | -0.7% | +8.5% | +7.9% |
| 6M | +9.1% | -17.8% | +27.0% | +14.8% |
| YTD | +7.7% | -15.8% | +23.5% | +12.4% |
| 1Y | +20.4% | -16.7% | +37.1% | +25.8% |
| 3Y | +30.8% | -19.7% | +50.5% | +39.9% |
| All | +30.8% | -19.1% | +49.9% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling