+54.7%
AME vs ALC
-13.4%
+68.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +0.6% | -2.1% | +2.7% | +1.1% |
| 30D | -6.7% | -0.1% | -6.6% | -6.8% |
| 3M | +4.1% | +5.9% | -1.8% | +2.4% |
| 6M | +1.6% | -15.9% | +17.5% | +5.7% |
| YTD | +16.1% | -10.1% | +26.2% | +18.6% |
| 1Y | +27.3% | -10.2% | +37.6% | +29.9% |
| All | +54.7% | -13.4% | +68.1% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling