+51.6%
AA vs ALC
+32.2%
+19.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +4.8% | +2.1% | +2.8% | +3.5% |
| 30D | -0.6% | +17.2% | -17.8% | -9.8% |
| 3M | -16.3% | +4.6% | -20.9% | -18.9% |
| 6M | -33.4% | +20.1% | -53.5% | -41.1% |
| YTD | -20.7% | -4.2% | -16.5% | -20.7% |
| 1Y | +12.9% | +2.1% | +10.9% | +8.2% |
| 3Y | +75.7% | +4.5% | +71.2% | +59.5% |
| 5Y | -6.8% | -12.3% | +5.5% | -7.3% |
| All | +51.6% | +32.2% | +19.5% | +2.6% |
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