+10.8%
AEE vs ALC
-4.7%
+15.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +0.2% | -6.3% | +6.5% | +1.2% |
| 30D | +9.7% | +12.6% | -2.9% | +8.0% |
| 3M | +5.8% | -3.8% | +9.6% | +6.4% |
| 6M | +4.5% | +16.8% | -12.4% | +2.0% |
| YTD | +15.8% | -7.6% | +23.4% | +16.4% |
| 1Y | +10.8% | -5.9% | +16.6% | +11.0% |
| All | +10.8% | -4.7% | +15.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling