-14.8%
AA vs ALC
-11.2%
-3.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +4.0% |
| 7D | +0.9% | +4.9% | -4.0% | -1.7% |
| 30D | -6.7% | +19.0% | -25.6% | -15.2% |
| 3M | -16.3% | +7.8% | -24.1% | -19.9% |
| 6M | -37.1% | +14.6% | -51.7% | -42.2% |
| YTD | -25.0% | -4.4% | -20.6% | -24.6% |
| 1Y | +8.6% | +1.4% | +7.2% | +4.9% |
| 3Y | +57.2% | +2.5% | +54.7% | +44.2% |
| All | -14.8% | -11.2% | -3.6% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling