+8.4%
ALC vs VSXY
+93.0%
-84.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | +16.0% | +20.1% | -4.1% | +14.4% |
| 3M | +0.8% | +16.6% | -15.8% | -0.6% |
| 6M | +16.8% | +134.9% | -118.1% | +7.5% |
| YTD | -5.5% | +96.0% | -101.5% | -12.1% |
| 1Y | -5.3% | +203.8% | -209.0% | -15.6% |
| 3Y | +4.1% | +465.3% | -461.3% | -16.3% |
| 5Y | -7.1% | +106.3% | -113.4% | -18.4% |
| All | +8.4% | +93.0% | -84.7% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling