+219.5%
ALL vs ALC
+21.6%
+197.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.6% |
| 30D | -4.7% | -3.7% | -0.9% | -3.7% |
| 3M | +18.4% | +4.6% | +13.8% | +16.6% |
| 6M | +20.5% | -14.6% | +35.1% | +25.4% |
| YTD | +23.5% | -11.9% | +35.4% | +27.1% |
| 1Y | +29.0% | -13.1% | +42.1% | +33.0% |
| 3Y | +153.7% | -15.0% | +168.7% | +158.0% |
| 5Y | +114.8% | -16.2% | +131.0% | +115.2% |
| All | +219.5% | +21.6% | +197.9% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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