+13.5%
D vs ALC
-10.6%
+24.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -2.4% | -6.3% | +3.9% | -0.9% |
| 30D | +9.0% | +12.6% | -3.6% | +6.1% |
| 3M | +1.0% | -3.8% | +4.8% | +1.7% |
| 6M | +11.0% | +16.8% | -5.8% | +6.9% |
| YTD | +19.8% | -7.6% | +27.4% | +20.9% |
| 1Y | +16.0% | -5.9% | +21.8% | +16.4% |
| 3Y | +74.4% | +0.6% | +73.8% | +69.1% |
| 5Y | +13.5% | -9.5% | +23.0% | +7.9% |
| All | +13.5% | -10.6% | +24.1% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling