+26.2%
ALC vs FIVE
+98.4%
-72.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -6.2% | +2.4% | -8.6% | -6.6% |
| 30D | +14.0% | +15.8% | -1.8% | +11.2% |
| 3M | -2.4% | +3.8% | -6.2% | -3.2% |
| 6M | +12.6% | +18.5% | -5.9% | +8.6% |
| YTD | -8.4% | +31.2% | -39.6% | -13.6% |
| 1Y | -9.1% | +61.8% | -71.0% | -17.4% |
| 3Y | -0.3% | +39.9% | -40.2% | -10.5% |
| 5Y | -9.9% | +18.3% | -28.2% | -18.9% |
| All | +26.2% | +98.4% | -72.3% | -10.4% |
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