+27.3%
ALC vs ALM
+466.7%
-439.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -6.3% | -7.2% | +0.9% | -6.1% |
| 30D | +12.6% | -26.4% | +39.0% | +13.4% |
| 3M | -3.8% | -38.6% | +34.8% | -2.9% |
| 6M | +16.8% | -61.0% | +77.8% | +19.1% |
| YTD | -7.6% | -7.4% | -0.2% | -8.6% |
| 1Y | -5.9% | +14.0% | -19.8% | -7.6% |
| 3Y | +0.6% | +844.4% | -843.9% | -9.8% |
| 5Y | -9.5% | +410.8% | -420.3% | -18.3% |
| All | +27.3% | +466.7% | -439.4% | +7.6% |
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