+62.8%
ACN vs ALC
+32.2%
+30.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.5% |
| 7D | -2.5% | +2.1% | -4.6% | -3.5% |
| 30D | +22.6% | +17.2% | +5.4% | +13.8% |
| 3M | +45.9% | +4.6% | +41.3% | +42.8% |
| 6M | +43.8% | +20.1% | +23.7% | +32.0% |
| YTD | -2.5% | -4.2% | +1.7% | -1.4% |
| 1Y | +6.5% | +2.1% | +4.4% | +4.4% |
| 3Y | -14.2% | +4.5% | -18.6% | -20.2% |
| 5Y | -24.4% | -12.3% | -12.1% | -24.5% |
| All | +62.8% | +32.2% | +30.6% | +23.9% |
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