+219.9%
ALL vs ALC
+32.2%
+187.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +2.1% | -5.9% | -4.4% |
| 30D | +10.6% | +17.2% | -6.6% | +5.6% |
| 3M | -4.6% | +4.6% | -9.2% | -5.9% |
| 6M | +20.2% | +20.1% | +0.1% | +13.5% |
| YTD | +23.7% | -4.2% | +27.9% | +24.1% |
| 1Y | +27.9% | +2.1% | +25.8% | +25.7% |
| 3Y | +109.2% | +4.5% | +104.7% | +98.8% |
| 5Y | +148.0% | -12.3% | +160.3% | +146.8% |
| All | +219.9% | +32.2% | +187.7% | +150.4% |
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