+94.5%
AEE vs ALC
+27.5%
+67.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +0.2% | -6.3% | +6.5% | +2.0% |
| 30D | +9.7% | +12.6% | -2.9% | +6.1% |
| 3M | +5.8% | -3.8% | +9.6% | +6.7% |
| 6M | +4.5% | +16.8% | -12.4% | -0.5% |
| YTD | +15.8% | -7.6% | +23.4% | +17.3% |
| 1Y | +10.8% | -5.9% | +16.6% | +11.4% |
| 3Y | +62.8% | +0.6% | +62.2% | +56.1% |
| 5Y | +56.1% | -9.5% | +65.5% | +52.1% |
| All | +94.5% | +27.5% | +67.0% | +53.4% |
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