+230.5%
ALL vs ALC
+27.5%
+203.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -2.6% | -6.3% | +3.7% | -0.7% |
| 30D | +12.7% | +12.6% | +0.1% | +8.9% |
| 3M | +0.4% | -3.8% | +4.2% | +1.4% |
| 6M | +23.8% | +16.8% | +7.0% | +17.8% |
| YTD | +27.8% | -7.6% | +35.4% | +29.5% |
| 1Y | +28.9% | -5.9% | +34.8% | +29.7% |
| 3Y | +113.9% | +0.6% | +113.3% | +105.5% |
| 5Y | +157.4% | -9.5% | +166.8% | +151.2% |
| All | +230.5% | +27.5% | +203.0% | +161.3% |
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