+23.8%
ALB vs ALC
+30.3%
-6.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.4% |
| 7D | +5.3% | +2.3% | +2.9% | +3.7% |
| 30D | -6.3% | +15.5% | -21.8% | -14.6% |
| 3M | -27.4% | +0.6% | -28.0% | -28.1% |
| 6M | -53.1% | +18.4% | -71.5% | -58.6% |
| YTD | -32.3% | -5.6% | -26.8% | -31.5% |
| 1Y | -7.3% | 0.0% | -7.3% | -9.8% |
| 3Y | -14.9% | +2.8% | -17.7% | -20.0% |
| 5Y | -62.0% | -8.8% | -53.2% | -61.8% |
| All | +23.8% | +30.3% | -6.5% | -7.1% |
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 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