+87.1%
AA vs ALC
+21.6%
+65.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.7% |
| 7D | +1.7% | -3.7% | +5.3% | +3.8% |
| 30D | +3.3% | -3.7% | +7.1% | +5.6% |
| 3M | -29.4% | +4.6% | -34.0% | -31.6% |
| 6M | -12.8% | -14.6% | +1.8% | -5.7% |
| YTD | -2.1% | -11.9% | +9.7% | +3.3% |
| 1Y | +62.8% | -13.1% | +75.9% | +72.6% |
| 3Y | +90.5% | -15.0% | +105.5% | +98.6% |
| 5Y | +19.1% | -16.2% | +35.3% | +21.4% |
| All | +87.1% | +21.6% | +65.5% | +33.6% |
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