+372.3%
DE vs ALC
+17.1%
+355.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +1.1% |
| 7D | -2.4% | -7.7% | +5.3% | +0.5% |
| 30D | +9.7% | -11.7% | +21.4% | +14.6% |
| 3M | +21.4% | +0.7% | +20.7% | +20.6% |
| 6M | +15.0% | -17.1% | +32.1% | +22.1% |
| YTD | +46.4% | -15.1% | +61.6% | +53.8% |
| 1Y | +45.6% | -14.1% | +59.7% | +51.9% |
| 3Y | +76.8% | -18.2% | +94.9% | +83.4% |
| 5Y | +99.4% | -19.2% | +118.6% | +103.7% |
| All | +372.3% | +17.1% | +355.3% | +271.0% |
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