+65.5%
ALCO vs SPY
+322.5%
-256.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | -4.9% | -1.1% | -3.8% | -4.2% |
| 3M | -3.4% | +3.9% | -7.3% | -5.9% |
| 6M | +2.9% | +13.6% | -10.7% | -5.8% |
| YTD | +9.2% | +12.7% | -3.5% | +0.4% |
| 1Y | +16.5% | +17.5% | -1.1% | +4.1% |
| 3Y | +70.4% | +76.9% | -6.5% | +14.8% |
| 5Y | +21.7% | +83.6% | -61.9% | -21.5% |
| All | +65.5% | +322.5% | -256.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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