+26.0%
AG vs ALC
+0.5%
+25.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.4% | -5.5% |
| 7D | +6.0% | +2.3% | +3.6% | +5.5% |
| 30D | -13.5% | +15.5% | -29.1% | -15.9% |
| 3M | -20.7% | +0.6% | -21.3% | -20.7% |
| 6M | -31.5% | +18.4% | -49.9% | -34.0% |
| YTD | -10.1% | -5.6% | -4.6% | -3.3% |
| 1Y | +26.0% | 0.0% | +26.0% | +30.6% |
| All | +26.0% | +0.5% | +25.5% | +30.6% |
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