-2.7%
ALC vs VSXY
+33.4%
-36.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.5% |
| 7D | -7.7% | -0.3% | -7.3% | -7.7% |
| 30D | -11.7% | -22.1% | +10.4% | -10.1% |
| 3M | +0.7% | -1.1% | +1.8% | +0.5% |
| 6M | -17.1% | +53.8% | -70.9% | -21.2% |
| YTD | -15.1% | +35.5% | -50.6% | -18.7% |
| 1Y | -14.1% | +186.0% | -200.1% | -23.6% |
| 3Y | -18.2% | +343.2% | -361.3% | -33.3% |
| 5Y | -19.2% | +19.0% | -38.2% | -26.9% |
| All | -2.7% | +33.4% | -36.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling