+16.0%
ALC vs SNY
+34.7%
-18.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -6.3% | -3.3% | -3.0% | -5.1% |
| 30D | -10.3% | -2.2% | -8.1% | -9.5% |
| 3M | -0.7% | -3.0% | +2.3% | +0.3% |
| 6M | -17.8% | +2.7% | -20.6% | -18.8% |
| YTD | -15.8% | -6.8% | -9.0% | -13.9% |
| 1Y | -16.7% | -5.3% | -11.5% | -15.4% |
| 3Y | -19.7% | -9.8% | -10.0% | -18.9% |
| 5Y | -19.8% | +9.7% | -29.5% | -27.6% |
| All | +16.0% | +34.7% | -18.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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