+1,536.4%
BE vs ALC
+26.4%
+1,510.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.0% |
| 7D | +20.5% | -6.2% | +26.7% | +25.8% |
| 30D | -23.4% | +14.0% | -37.4% | -31.6% |
| 3M | -14.9% | -2.4% | -12.5% | -15.6% |
| 6M | -28.1% | +12.6% | -40.7% | -38.2% |
| YTD | +132.4% | -8.4% | +140.8% | +131.2% |
| 1Y | +59.4% | -9.1% | +68.5% | +59.0% |
| 3Y | +1,815.8% | -0.3% | +1,816.1% | +1,516.7% |
| 5Y | +491.3% | -9.9% | +501.2% | +447.7% |
| All | +1,536.4% | +26.4% | +1,510.0% | +815.0% |
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