+101.9%
DE vs ALC
-9.8%
+111.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.3% | -6.2% | +8.5% | +4.0% |
| 30D | +4.4% | +14.0% | -9.6% | +0.8% |
| 3M | +9.8% | -2.4% | +12.2% | +10.3% |
| 6M | +15.8% | +12.6% | +3.2% | +11.6% |
| YTD | +47.0% | -8.4% | +55.4% | +49.2% |
| 1Y | +42.8% | -9.1% | +51.9% | +45.3% |
| 3Y | +88.9% | -0.3% | +89.2% | +84.1% |
| 5Y | +101.9% | -9.9% | +111.8% | +93.9% |
| All | +101.9% | -9.8% | +111.7% | +93.9% |
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