+21.7%
BAC vs ALC
-9.8%
+31.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.5% | -6.2% | +7.7% | +3.6% |
| 30D | -6.4% | +14.0% | -20.4% | -10.5% |
| 3M | -21.7% | -2.4% | -19.3% | -21.2% |
| 6M | +0.5% | +12.6% | -12.1% | -4.1% |
| YTD | -6.7% | -8.4% | +1.7% | -4.9% |
| 1Y | -4.7% | -9.1% | +4.5% | -2.7% |
| 3Y | +96.1% | -0.3% | +96.4% | +87.5% |
| 5Y | +21.7% | -9.9% | +31.6% | +15.5% |
| All | +21.7% | -9.8% | +31.5% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling