+23.8%
ALC vs FIVE
+102.5%
-78.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.0% |
| 7D | -2.1% | +4.3% | -6.4% | -2.8% |
| 30D | -0.1% | +12.5% | -12.6% | -2.2% |
| 3M | +5.9% | +31.2% | -25.4% | +0.9% |
| 6M | -15.9% | +14.4% | -30.3% | -18.6% |
| YTD | -10.1% | +33.9% | -44.0% | -15.4% |
| 1Y | -10.2% | +65.1% | -75.3% | -18.8% |
| 3Y | -13.6% | +49.0% | -62.5% | -23.4% |
| 5Y | -15.1% | +30.3% | -45.4% | -25.1% |
| All | +23.8% | +102.5% | -78.7% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling