+130.7%
A vs ALC
+30.3%
+100.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.6% |
| 7D | +1.4% | +2.3% | -1.0% | +0.1% |
| 30D | +4.3% | +15.5% | -11.2% | -3.5% |
| 3M | +19.8% | +0.6% | +19.2% | +18.7% |
| 6M | +54.4% | +18.4% | +36.0% | +39.9% |
| YTD | +31.7% | -5.6% | +37.3% | +33.5% |
| 1Y | +22.4% | 0.0% | +22.4% | +20.3% |
| 3Y | +67.7% | +2.8% | +64.9% | +59.6% |
| 5Y | +15.7% | -8.8% | +24.5% | +15.2% |
| All | +130.7% | +30.3% | +100.4% | +89.8% |
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