+30.1%
ALC vs FIVE
+103.5%
-73.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | +7.3% | -5.0% | +1.1% |
| 30D | +15.5% | +18.1% | -2.5% | +12.3% |
| 3M | +0.6% | +7.7% | -7.1% | -0.9% |
| 6M | +18.4% | +13.6% | +4.8% | +15.0% |
| YTD | -5.6% | +34.6% | -40.2% | -11.3% |
| 1Y | 0.0% | +66.2% | -66.2% | -9.5% |
| 3Y | +2.8% | +43.5% | -40.7% | -8.1% |
| 5Y | -8.8% | +20.7% | -29.4% | -18.2% |
| All | +30.1% | +103.5% | -73.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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