+132.2%
AG vs ALC
-14.0%
+146.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -0.1% | -5.3% | +5.2% | +1.3% |
| 30D | +12.5% | -7.1% | +19.5% | +14.6% |
| 3M | +28.2% | +0.8% | +27.4% | +27.7% |
| 6M | -18.8% | -16.0% | -2.9% | -10.2% |
| YTD | +27.4% | -12.7% | +40.1% | +38.5% |
| 1Y | +132.2% | -12.8% | +145.0% | +155.1% |
| All | +132.2% | -14.0% | +146.1% | +155.1% |
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