+27.3%
ALC vs RJF
+230.4%
-203.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -6.3% | -0.9% | -5.3% | -6.0% |
| 30D | +12.6% | +5.3% | +7.3% | +10.8% |
| 3M | -3.8% | -6.8% | +3.0% | -1.8% |
| 6M | +16.8% | +11.4% | +5.4% | +12.7% |
| YTD | -7.6% | +5.5% | -13.2% | -9.8% |
| 1Y | -5.9% | +3.7% | -9.5% | -7.6% |
| 3Y | +0.6% | +73.4% | -72.8% | -17.3% |
| 5Y | -9.5% | +78.3% | -87.8% | -27.6% |
| All | +27.3% | +230.4% | -203.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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