+1,616.9%
BE vs ALC
+2.3%
+1,614.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +3.7% |
| 7D | -14.7% | +4.9% | -19.6% | -15.5% |
| 30D | -40.5% | +19.0% | -59.5% | -42.7% |
| 3M | -24.3% | +7.8% | -32.1% | -25.9% |
| 6M | -39.3% | +14.6% | -53.9% | -42.4% |
| YTD | +99.4% | -4.4% | +103.8% | +102.6% |
| 1Y | +26.6% | +1.4% | +25.2% | +24.1% |
| 3Y | +1,616.9% | +2.5% | +1,614.4% | +1,403.6% |
| All | +1,616.9% | +2.3% | +1,614.7% | +1,403.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling