+30.1%
ALC vs COO
-11.9%
+42.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | +2.3% | +4.5% | -2.2% | +0.1% |
| 30D | +15.5% | +16.9% | -1.4% | +6.8% |
| 3M | +0.6% | -16.7% | +17.3% | +9.6% |
| 6M | +18.4% | +5.9% | +12.4% | +13.7% |
| YTD | -5.6% | -22.4% | +16.9% | +6.3% |
| 1Y | 0.0% | -10.1% | +10.2% | +4.3% |
| 3Y | +2.8% | -22.8% | +25.6% | +11.9% |
| 5Y | -8.8% | -41.4% | +32.6% | +12.0% |
| All | +30.1% | -11.9% | +42.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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