+48.1%
AEE vs ALC
-13.8%
+62.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.4% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +0.2% | +5.9% | -5.7% | -0.9% |
| 6M | -4.1% | -15.9% | +11.9% | -1.7% |
| YTD | +8.9% | -10.1% | +19.0% | +10.3% |
| 1Y | +9.3% | -10.2% | +19.5% | +10.6% |
| All | +48.1% | -13.8% | +62.0% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling