+25.2%
ALB vs ALC
+27.5%
-2.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.4% |
| 7D | +1.1% | -6.3% | +7.3% | +5.0% |
| 30D | -2.6% | +12.6% | -15.2% | -9.9% |
| 3M | -25.6% | -3.8% | -21.7% | -24.2% |
| 6M | -54.0% | +16.8% | -70.9% | -59.1% |
| YTD | -31.6% | -7.6% | -24.0% | -29.9% |
| 1Y | -6.6% | -5.9% | -0.7% | -5.3% |
| 3Y | -14.0% | +0.6% | -14.6% | -18.1% |
| 5Y | -62.5% | -9.5% | -53.1% | -62.2% |
| All | +25.2% | +27.5% | -2.3% | -4.8% |
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