+80.7%
AA vs ALC
+24.0%
+56.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.8% |
| 7D | -0.7% | -2.1% | +1.4% | +0.5% |
| 30D | +5.0% | -0.1% | +5.1% | +5.1% |
| 3M | -35.8% | +5.9% | -41.7% | -38.3% |
| 6M | -18.4% | -15.9% | -2.5% | -10.8% |
| YTD | -5.5% | -10.1% | +4.6% | -1.3% |
| 1Y | +61.0% | -10.2% | +71.2% | +67.4% |
| 3Y | +66.2% | -13.6% | +79.8% | +71.7% |
| 5Y | +11.4% | -15.1% | +26.5% | +12.9% |
| All | +80.7% | +24.0% | +56.7% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling