+32.6%
ACI vs ALC
+26.0%
+6.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -5.3% | -6.3% | +1.0% | -4.6% |
| 30D | +5.0% | +12.6% | -7.6% | +3.8% |
| 3M | +7.5% | -3.8% | +11.4% | +7.9% |
| 6M | -16.0% | +16.8% | -32.9% | -17.2% |
| YTD | -20.6% | -7.6% | -13.0% | -20.4% |
| 1Y | -23.5% | -5.9% | -17.7% | -23.5% |
| 3Y | -32.1% | +0.6% | -32.7% | -32.7% |
| 5Y | -42.5% | -9.5% | -33.0% | -43.3% |
| All | +32.6% | +26.0% | +6.6% | +26.9% |
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