+32.0%
ALC vs EXEL
+196.1%
-164.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.2% |
| 7D | +2.1% | +2.3% | -0.2% | +1.7% |
| 30D | +17.2% | +19.8% | -2.6% | +14.3% |
| 3M | +4.6% | +32.7% | -28.0% | +0.5% |
| 6M | +20.1% | +49.0% | -28.9% | +13.4% |
| YTD | -4.2% | +63.7% | -67.9% | -11.2% |
| 1Y | +2.1% | +75.8% | -73.7% | -6.4% |
| 3Y | +4.5% | +241.3% | -236.8% | -16.9% |
| 5Y | -12.3% | +289.0% | -301.4% | -32.8% |
| All | +32.0% | +196.1% | -164.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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