+96.4%
DE vs ALC
-15.6%
+112.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.3% |
| 7D | +0.7% | -3.7% | +4.4% | +1.7% |
| 30D | +9.6% | -3.7% | +13.4% | +10.7% |
| 3M | +19.0% | +4.6% | +14.4% | +17.3% |
| 6M | +16.1% | -14.6% | +30.7% | +20.5% |
| YTD | +47.0% | -11.9% | +58.9% | +51.1% |
| 1Y | +43.1% | -13.1% | +56.3% | +47.5% |
| 3Y | +77.5% | -15.0% | +92.5% | +81.1% |
| 5Y | +96.4% | -16.2% | +112.6% | +91.1% |
| All | +96.4% | -15.6% | +112.0% | +91.1% |
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