+67.9%
AG vs ALC
-15.6%
+83.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | +4.5% | -3.7% | +8.1% | +6.5% |
| 30D | +12.9% | -3.7% | +16.6% | +15.0% |
| 3M | +20.9% | +4.6% | +16.4% | +17.4% |
| 6M | -19.5% | -14.6% | -4.9% | -13.5% |
| YTD | +24.8% | -11.9% | +36.7% | +31.9% |
| 1Y | +120.2% | -13.1% | +133.4% | +134.3% |
| 3Y | +279.0% | -15.0% | +294.0% | +295.7% |
| 5Y | +67.9% | -16.2% | +84.1% | +60.2% |
| All | +67.9% | -15.6% | +83.6% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling