+69.8%
AA vs ALC
+1.2%
+68.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | +5.3% | -6.2% | +11.4% | +7.8% |
| 30D | -2.3% | +14.0% | -16.3% | -7.4% |
| 3M | -20.8% | -2.4% | -18.4% | -20.3% |
| 6M | -39.8% | +12.6% | -52.4% | -43.0% |
| YTD | -23.3% | -8.4% | -14.9% | -21.3% |
| 1Y | +1.8% | -9.1% | +11.0% | +4.8% |
| All | +69.8% | +1.2% | +68.7% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling