+27.3%
ALC vs USFR
+23.8%
+3.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | +12.6% | +0.4% | +12.2% | +12.0% |
| 3M | -3.8% | +1.1% | -4.9% | -5.2% |
| 6M | +16.8% | +2.1% | +14.8% | +13.6% |
| YTD | -7.6% | +3.4% | -11.1% | -12.0% |
| 1Y | -5.9% | +4.1% | -10.0% | -11.3% |
| 3Y | +0.6% | +14.4% | -13.8% | -19.0% |
| 5Y | -9.5% | +21.4% | -30.9% | -35.2% |
| All | +27.3% | +23.8% | +3.5% | -10.0% |
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