+22.2%
ACI vs ALC
+20.2%
+2.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.5% |
| 3M | -23.6% | +4.6% | -28.2% | -23.9% |
| 6M | -29.9% | -14.6% | -15.3% | -29.1% |
| YTD | -26.9% | -11.9% | -15.0% | -26.3% |
| 1Y | -34.2% | -13.1% | -21.1% | -33.7% |
| 3Y | -43.6% | -15.0% | -28.6% | -43.3% |
| 5Y | -42.4% | -16.2% | -26.2% | -42.7% |
| All | +22.2% | +20.2% | +2.0% | +17.5% |
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