+40.8%
BEN vs ALC
+20.4%
+20.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +3.4% | -5.3% | +8.6% | +6.1% |
| 30D | +1.8% | -7.1% | +8.9% | +5.3% |
| 3M | +8.4% | +0.8% | +7.6% | +7.1% |
| 6M | +35.6% | -16.0% | +51.6% | +46.2% |
| YTD | +46.4% | -12.7% | +59.1% | +54.3% |
| 1Y | +46.3% | -12.8% | +59.2% | +53.9% |
| 3Y | +54.6% | -15.8% | +70.5% | +61.2% |
| 5Y | +39.4% | -16.7% | +56.0% | +42.6% |
| All | +40.8% | +20.4% | +20.4% | +9.6% |
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