+109.9%
AG vs ALC
+30.4%
+79.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -3.8% |
| 7D | -10.0% | -1.1% | -8.9% | -9.5% |
| 30D | -10.5% | +16.0% | -26.5% | -16.3% |
| 3M | -27.3% | +0.8% | -28.1% | -27.7% |
| 6M | -43.0% | +16.8% | -59.8% | -47.3% |
| YTD | -17.9% | -5.5% | -12.4% | -16.8% |
| 1Y | +11.9% | -5.3% | +17.2% | +13.2% |
| 3Y | +201.8% | +4.1% | +197.7% | +188.1% |
| 5Y | -0.1% | -7.1% | +7.0% | -2.1% |
| All | +109.9% | +30.4% | +79.5% | +77.3% |
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