+32.0%
ALC vs ALM
+509.4%
-477.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | +0.1% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | +17.2% | -26.1% | +43.3% | +18.0% |
| 3M | +4.6% | -38.1% | +42.8% | +5.7% |
| 6M | +20.1% | -55.4% | +75.5% | +22.0% |
| YTD | -4.2% | -0.4% | -3.8% | -5.4% |
| 1Y | +2.1% | +25.4% | -23.3% | 0.0% |
| 3Y | +4.5% | +907.8% | -903.3% | -6.5% |
| 5Y | -12.3% | +440.2% | -452.5% | -21.1% |
| All | +32.0% | +509.4% | -477.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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