+70.7%
AA vs ALC
-13.3%
+84.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | -0.7% | -2.1% | +1.4% | +0.2% |
| 30D | +5.0% | -0.1% | +5.1% | +5.1% |
| 3M | -35.8% | +5.9% | -41.7% | -37.5% |
| 6M | -18.4% | -15.9% | -2.5% | -12.1% |
| YTD | -5.5% | -10.1% | +4.6% | -1.9% |
| 1Y | +61.0% | -10.2% | +71.2% | +66.7% |
| All | +70.7% | -13.3% | +84.0% | +78.7% |
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