+31.6%
ALC vs FIVE
+92.9%
-61.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +19.0% | +17.7% | +1.3% | +15.8% |
| 3M | +7.8% | +4.0% | +3.8% | +6.8% |
| 6M | +14.6% | +2.6% | +12.0% | +13.3% |
| YTD | -4.4% | +27.6% | -32.0% | -9.4% |
| 1Y | +1.4% | +59.9% | -58.5% | -7.6% |
| 3Y | +2.5% | +35.8% | -33.3% | -7.5% |
| 5Y | -10.9% | +14.4% | -25.3% | -19.3% |
| All | +31.6% | +92.9% | -61.3% | -6.0% |
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