+1,471.2%
BE vs ALC
+32.2%
+1,439.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.7% |
| 7D | -1.2% | +2.1% | -3.3% | -3.2% |
| 30D | -30.9% | +17.2% | -48.1% | -39.4% |
| 3M | -11.6% | +4.6% | -16.2% | -16.9% |
| 6M | -25.7% | +20.1% | -45.8% | -39.2% |
| YTD | +123.1% | -4.2% | +127.3% | +115.4% |
| 1Y | +43.4% | +2.1% | +41.3% | +29.5% |
| 3Y | +1,683.6% | +4.5% | +1,679.2% | +1,358.2% |
| 5Y | +465.4% | -12.3% | +477.8% | +448.2% |
| All | +1,471.2% | +32.2% | +1,439.0% | +752.5% |
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 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