-9.5%
ALC vs VSXY
+119.9%
-129.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | +12.6% | +24.0% | -11.4% | +10.7% |
| 3M | -3.8% | +16.7% | -20.5% | -5.2% |
| 6M | +16.8% | +138.6% | -121.8% | +6.9% |
| YTD | -7.6% | +102.8% | -110.4% | -14.6% |
| 1Y | -5.9% | +214.2% | -220.0% | -16.9% |
| 3Y | +0.6% | +461.4% | -460.8% | -20.3% |
| 5Y | -9.5% | +118.3% | -127.7% | -20.0% |
| All | -9.5% | +119.9% | -129.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling