+49.3%
DD vs ALC
+21.6%
+27.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -0.6% | -3.7% | +3.1% | +1.1% |
| 30D | -7.4% | -3.7% | -3.7% | -5.8% |
| 3M | -6.4% | +4.6% | -11.0% | -9.0% |
| 6M | -2.5% | -14.6% | +12.1% | +4.0% |
| YTD | +10.2% | -11.9% | +22.1% | +15.6% |
| 1Y | +36.9% | -13.1% | +50.1% | +44.3% |
| 3Y | +47.0% | -15.0% | +62.0% | +53.4% |
| 5Y | +63.1% | -16.2% | +79.3% | +68.0% |
| All | +49.3% | +21.6% | +27.7% | +14.9% |
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 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