+23.8%
ALC vs EXEL
+143.5%
-119.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -2.1% | +8.4% | -10.5% | -3.2% |
| 30D | -0.1% | +4.1% | -4.2% | -0.7% |
| 3M | +5.9% | +12.4% | -6.5% | +4.1% |
| 6M | -15.9% | +41.5% | -57.5% | -20.3% |
| YTD | -10.1% | +34.6% | -44.7% | -14.3% |
| 1Y | -10.2% | +57.9% | -68.1% | -16.7% |
| 3Y | -13.6% | +159.5% | -173.1% | -28.4% |
| 5Y | -15.1% | +198.5% | -213.6% | -32.6% |
| All | +23.8% | +143.5% | -119.7% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling