-11.6%
ALC vs RRC
+110.6%
-122.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | +4.9% | -10.8% | +15.7% | +6.2% |
| 30D | +19.0% | +22.3% | -3.4% | +15.8% |
| 3M | +7.8% | +26.6% | -18.9% | +4.4% |
| 6M | +14.6% | +18.9% | -4.4% | +11.7% |
| YTD | -4.4% | +39.2% | -43.6% | -8.8% |
| 1Y | +1.4% | +34.0% | -32.6% | -2.8% |
| 3Y | +2.5% | +42.0% | -39.5% | -3.8% |
| All | -11.6% | +110.6% | -122.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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