+55.0%
ACWI vs ALC
-11.2%
+66.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -2.4% | +4.9% | -7.2% | -3.9% |
| 30D | -5.2% | +19.0% | -24.1% | -10.4% |
| 3M | -4.8% | +7.8% | -12.6% | -7.4% |
| 6M | -1.3% | +14.6% | -15.9% | -6.3% |
| YTD | +8.4% | -4.4% | +12.8% | +9.0% |
| 1Y | +11.0% | +1.4% | +9.6% | +9.0% |
| 3Y | +70.6% | +2.5% | +68.0% | +61.5% |
| All | +55.0% | -11.2% | +66.2% | +52.5% |
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 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