-9.9%
ALC vs BG
+21.6%
-31.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.2% | +1.5% | -7.6% | -6.3% |
| 30D | +14.0% | -7.0% | +21.1% | +14.9% |
| 3M | -2.4% | -10.0% | +7.6% | -1.4% |
| 6M | +12.6% | -19.8% | +32.4% | +15.2% |
| YTD | -8.4% | +14.3% | -22.7% | -11.0% |
| 1Y | -9.1% | +6.5% | -15.6% | -10.8% |
| 3Y | -0.3% | +4.4% | -4.6% | -3.2% |
| 5Y | -9.9% | +20.2% | -30.1% | -17.4% |
| All | -9.9% | +21.6% | -31.6% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling