+325.1%
XLV vs ALM
+8,043.4%
-7,718.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.3% |
| 7D | -3.7% | +3.6% | -7.3% | -3.7% |
| 30D | -1.1% | +33.8% | -34.9% | -1.2% |
| 3M | +8.2% | +14.8% | -6.5% | +8.2% |
| 6M | +8.9% | -7.0% | +15.9% | +8.9% |
| YTD | +8.5% | +108.1% | -99.5% | +8.3% |
| 1Y | +22.3% | +313.8% | -291.5% | +21.8% |
| 3Y | +32.6% | +2,227.6% | -2,195.0% | +31.4% |
| 5Y | +34.4% | +956.6% | -922.3% | +33.3% |
| 10Y | +175.4% | +3,082.3% | -2,906.9% | +172.0% |
| All | +325.1% | +8,043.4% | -7,718.3% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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