-16.7%
ALC vs BG
+84.9%
-101.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -7.1% | +10.3% | -17.4% | -8.2% |
| 3M | +0.8% | -1.9% | +2.7% | +0.9% |
| 6M | -16.0% | +5.2% | -21.2% | -16.7% |
| YTD | -12.7% | +41.2% | -53.9% | -17.1% |
| 1Y | -12.8% | +50.5% | -63.4% | -18.0% |
| 3Y | -15.8% | +19.9% | -35.8% | -19.2% |
| 5Y | -16.7% | +86.7% | -103.4% | -25.4% |
| All | -16.7% | +84.9% | -101.6% | -25.4% |
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