+16.0%
ALC vs BG
+184.5%
-168.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | -6.3% | +3.1% | -9.5% | -6.9% |
| 30D | -10.3% | +10.2% | -20.5% | -12.1% |
| 3M | -0.7% | -1.7% | +1.0% | -0.7% |
| 6M | -17.8% | +1.0% | -18.8% | -18.5% |
| YTD | -15.8% | +39.9% | -55.7% | -22.2% |
| 1Y | -16.7% | +53.2% | -69.9% | -24.8% |
| 3Y | -19.7% | +16.3% | -36.0% | -24.0% |
| 5Y | -19.8% | +83.9% | -103.7% | -34.9% |
| All | +16.0% | +184.5% | -168.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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