-16.2%
ALC vs RJF
+105.7%
-121.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.7% | +1.8% | -5.4% | -4.2% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | +4.6% | +18.0% | -13.4% | -1.1% |
| 6M | -14.6% | +17.0% | -31.6% | -19.0% |
| YTD | -11.9% | +11.1% | -23.0% | -15.5% |
| 1Y | -13.1% | +8.0% | -21.1% | -16.0% |
| 3Y | -15.0% | +73.3% | -88.3% | -31.3% |
| 5Y | -16.2% | +107.4% | -123.6% | -36.0% |
| All | -16.2% | +105.7% | -121.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling