+21.4%
ALC vs ACM
+122.1%
-100.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | -12.9% | +9.2% | 0.0% |
| 3M | +4.6% | -6.4% | +10.9% | +6.0% |
| 6M | -14.6% | -29.2% | +14.6% | -5.6% |
| YTD | -11.9% | -29.9% | +18.1% | -2.8% |
| 1Y | -13.1% | -47.3% | +34.1% | +4.9% |
| 3Y | -15.0% | -19.6% | +4.6% | -12.5% |
| 5Y | -16.2% | +5.5% | -21.7% | -22.0% |
| All | +21.4% | +122.1% | -100.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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