+110.1%
BAC vs ALC
+27.5%
+82.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.9% |
| 7D | -1.9% | -6.3% | +4.4% | +0.9% |
| 30D | -7.2% | +12.6% | -19.8% | -12.0% |
| 3M | -20.4% | -3.8% | -16.6% | -19.4% |
| 6M | +1.3% | +16.8% | -15.6% | -6.3% |
| YTD | -6.4% | -7.6% | +1.2% | -4.7% |
| 1Y | -3.5% | -5.9% | +2.4% | -2.7% |
| 3Y | +96.7% | +0.6% | +96.1% | +84.9% |
| 5Y | +20.6% | -9.5% | +30.0% | +16.8% |
| All | +110.1% | +27.5% | +82.6% | +48.2% |
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