+1.6%
ALC vs FGI
-74.8%
+76.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -25.2% | +28.4% | +3.4% |
| 7D | -1.1% | -14.4% | +13.3% | -1.0% |
| 30D | +16.0% | -11.8% | +27.8% | +16.1% |
| 3M | +0.8% | -46.2% | +47.1% | +1.3% |
| 6M | +16.8% | +5.2% | +11.7% | +15.7% |
| YTD | -5.5% | +10.5% | -16.0% | -7.2% |
| 1Y | -5.3% | +25.5% | -30.7% | -7.3% |
| 3Y | +4.1% | -16.0% | +20.1% | +1.1% |
| All | +1.6% | -74.8% | +76.4% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling