+2,146.5%
BE vs ALC
+21.6%
+2,124.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.6% | +11.1% |
| 7D | +29.8% | -3.7% | +33.4% | +33.1% |
| 30D | +26.4% | -3.7% | +30.1% | +28.8% |
| 3M | +9.3% | +4.6% | +4.8% | +2.0% |
| 6M | +105.1% | -14.6% | +119.7% | +122.6% |
| YTD | +219.0% | -11.9% | +230.9% | +233.6% |
| 1Y | +418.8% | -13.1% | +431.9% | +442.5% |
| 3Y | +1,784.6% | -15.0% | +1,799.6% | +1,798.5% |
| 5Y | +1,251.0% | -16.2% | +1,267.2% | +1,259.8% |
| All | +2,146.5% | +21.6% | +2,124.9% | +1,220.6% |
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