+49.5%
BEN vs ALC
+32.2%
+17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.2% |
| 7D | +12.2% | +2.1% | +10.1% | +11.0% |
| 30D | +12.1% | +17.2% | -5.1% | +3.5% |
| 3M | +7.3% | +4.6% | +2.7% | +4.4% |
| 6M | +17.9% | +20.1% | -2.2% | +6.2% |
| YTD | +55.4% | -4.2% | +59.6% | +56.0% |
| 1Y | +69.3% | +2.1% | +67.3% | +64.1% |
| 3Y | +82.8% | +4.5% | +78.4% | +69.3% |
| 5Y | +28.8% | -12.3% | +41.1% | +28.4% |
| All | +49.5% | +32.2% | +17.3% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling