+33.4%
AG vs ALC
+4.2%
+29.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.8% | +2.3% | +7.6% |
| 7D | -2.6% | +10.7% | -13.3% | -4.5% |
| 30D | -12.1% | +20.2% | -32.3% | -15.3% |
| 3M | -6.6% | +8.9% | -15.5% | -8.2% |
| 6M | -20.5% | +5.7% | -26.2% | -21.8% |
| YTD | -7.4% | -1.4% | -6.0% | -1.4% |
| 1Y | +33.4% | +4.7% | +28.7% | +39.6% |
| All | +33.4% | +4.2% | +29.2% | +39.6% |
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