+30.2%
ALC vs BG
+136.2%
-106.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | -1.1% | +2.6% | -3.7% | -1.6% |
| 30D | +16.0% | -6.7% | +22.7% | +17.5% |
| 3M | +0.8% | -9.3% | +10.1% | +2.4% |
| 6M | +16.8% | -18.3% | +35.2% | +20.8% |
| YTD | -5.5% | +16.2% | -21.7% | -9.7% |
| 1Y | -5.3% | +7.6% | -12.8% | -7.9% |
| 3Y | +4.1% | +6.6% | -2.5% | -0.4% |
| 5Y | -7.1% | +22.2% | -29.3% | -16.4% |
| All | +30.2% | +136.2% | -106.1% | -16.2% |
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