+16.9%
ALC vs USFR
+22.9%
-6.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -11.7% | +0.3% | -12.0% | -12.1% |
| 3M | +0.7% | +1.0% | -0.3% | -0.7% |
| 6M | -17.1% | +1.9% | -19.0% | -19.3% |
| YTD | -15.1% | +2.7% | -17.8% | -18.4% |
| 1Y | -14.1% | +4.0% | -18.1% | -19.2% |
| 3Y | -18.2% | +14.1% | -32.2% | -33.9% |
| 5Y | -19.2% | +20.5% | -39.6% | -41.5% |
| All | +16.9% | +22.9% | -6.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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