+21.4%
ALC vs SPY
+196.3%
-174.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | -3.7% | -0.9% | -2.8% | -3.1% |
| 3M | +4.6% | +3.9% | +0.7% | +1.3% |
| 6M | -14.6% | +14.5% | -29.1% | -23.5% |
| YTD | -11.9% | +12.9% | -24.8% | -20.2% |
| 1Y | -13.1% | +19.4% | -32.5% | -24.8% |
| 3Y | -15.0% | +78.5% | -93.5% | -47.0% |
| 5Y | -16.2% | +81.8% | -97.9% | -48.7% |
| All | +21.4% | +196.3% | -174.9% | -48.2% |
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