+105.7%
XLV vs ALC
+20.4%
+85.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -3.7% | -5.3% | +1.6% | -1.8% |
| 30D | -1.1% | -7.1% | +6.0% | +1.4% |
| 3M | +8.2% | +0.8% | +7.5% | +7.7% |
| 6M | +8.9% | -16.0% | +24.9% | +15.0% |
| YTD | +8.5% | -12.7% | +21.3% | +12.9% |
| 1Y | +22.3% | -12.8% | +35.1% | +27.0% |
| 3Y | +32.6% | -15.8% | +48.5% | +36.9% |
| 5Y | +34.4% | -16.7% | +51.0% | +36.9% |
| All | +105.7% | +20.4% | +85.3% | +68.2% |
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