+144.0%
AG vs ALC
+32.2%
+111.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +10.8% | +2.1% | +8.8% | +9.9% |
| 30D | -8.2% | +17.2% | -25.4% | -14.5% |
| 3M | -13.7% | +4.6% | -18.3% | -15.7% |
| 6M | -27.3% | +20.1% | -47.4% | -33.6% |
| YTD | -4.6% | -4.2% | -0.4% | -3.9% |
| 1Y | +39.4% | +2.1% | +37.3% | +36.1% |
| 3Y | +244.1% | +4.5% | +239.6% | +228.0% |
| 5Y | +16.8% | -12.3% | +29.1% | +16.4% |
| All | +144.0% | +32.2% | +111.8% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling