+63.4%
DAL vs ALC
+31.8%
+31.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.4% |
| 7D | +8.8% | +4.9% | +3.9% | +5.9% |
| 30D | +5.4% | +19.0% | -13.6% | -4.8% |
| 3M | -4.9% | +7.8% | -12.7% | -9.4% |
| 6M | +19.8% | +14.6% | +5.3% | +9.8% |
| YTD | +27.0% | -4.4% | +31.4% | +28.2% |
| 1Y | +52.5% | +1.4% | +51.1% | +48.2% |
| 3Y | +173.8% | +2.5% | +171.3% | +156.5% |
| 5Y | +104.5% | -10.9% | +115.4% | +105.9% |
| All | +63.4% | +31.8% | +31.6% | +12.5% |
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