+219.0%
AG vs ALC
+21.6%
+197.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | +4.5% | -3.7% | +8.1% | +6.2% |
| 30D | +12.9% | -3.7% | +16.6% | +14.7% |
| 3M | +20.9% | +4.6% | +16.4% | +18.0% |
| 6M | -19.5% | -14.6% | -4.9% | -14.6% |
| YTD | +24.8% | -11.9% | +36.7% | +30.7% |
| 1Y | +120.2% | -13.1% | +133.4% | +132.1% |
| 3Y | +279.0% | -15.0% | +294.0% | +296.9% |
| 5Y | +67.9% | -16.2% | +84.1% | +71.6% |
| All | +219.0% | +21.6% | +197.5% | +178.7% |
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