+1,574.6%
BE vs ALC
-13.3%
+1,587.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.5% | +8.0% |
| 7D | +20.0% | -2.1% | +22.1% | +20.7% |
| 30D | +7.9% | -0.1% | +8.0% | +7.4% |
| 3M | -13.2% | +5.9% | -19.1% | -16.5% |
| 6M | +53.5% | -15.9% | +69.4% | +64.5% |
| YTD | +191.0% | -10.1% | +201.1% | +199.6% |
| 1Y | +360.5% | -10.2% | +370.7% | +372.1% |
| All | +1,574.6% | -13.3% | +1,587.9% | +1,593.4% |
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