+34.4%
ALC vs FIVE
+93.7%
-59.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | +7.6% | -1.7% | +9.3% | +7.9% |
| 30D | +21.1% | +14.9% | +6.2% | +18.3% |
| 3M | +8.5% | +7.6% | +0.8% | +6.9% |
| 6M | +2.8% | +6.4% | -3.6% | +0.9% |
| YTD | -2.4% | +28.1% | -30.5% | -7.5% |
| 1Y | +3.5% | +54.7% | -51.2% | -5.2% |
| 3Y | +4.2% | +36.1% | -31.9% | -6.0% |
| 5Y | -9.0% | +14.9% | -23.9% | -17.6% |
| All | +34.4% | +93.7% | -59.3% | -4.1% |
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