-0.6%
ALC vs FGI
-68.3%
+67.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.0% | -2.2% |
| 7D | -6.3% | +6.9% | -13.1% | -6.3% |
| 30D | +12.6% | +3.9% | +8.7% | +12.5% |
| 3M | -3.8% | +74.3% | -78.1% | -5.1% |
| 6M | +16.8% | +28.9% | -12.1% | +15.6% |
| YTD | -7.6% | +39.1% | -46.7% | -9.4% |
| 1Y | -5.9% | +49.3% | -55.2% | -8.0% |
| 3Y | +0.6% | +5.7% | -5.1% | -2.4% |
| All | -0.6% | -68.3% | +67.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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