+32.0%
ALC vs SPY
+191.9%
-159.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.5% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +17.2% | -3.3% | +20.5% | +20.0% |
| 3M | +4.6% | -2.4% | +7.1% | +6.3% |
| 6M | +20.1% | +2.6% | +17.5% | +17.1% |
| YTD | -4.2% | +11.2% | -15.4% | -12.5% |
| 1Y | +2.1% | +13.4% | -11.3% | -8.2% |
| 3Y | +4.5% | +79.9% | -75.4% | -35.6% |
| 5Y | -12.3% | +72.2% | -84.5% | -44.2% |
| All | +32.0% | +191.9% | -159.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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