-12.8%
DOW vs ALC
+27.5%
-40.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +4.3% |
| 7D | -0.5% | -6.3% | +5.8% | +2.3% |
| 30D | +15.7% | +12.6% | +3.1% | +9.4% |
| 3M | +5.3% | -3.8% | +9.1% | +6.5% |
| 6M | -14.2% | +16.8% | -31.0% | -21.1% |
| YTD | +43.9% | -7.6% | +51.5% | +45.8% |
| 1Y | +53.1% | -5.9% | +58.9% | +53.6% |
| 3Y | -21.8% | +0.6% | -22.4% | -25.3% |
| 5Y | -28.3% | -9.5% | -18.9% | -29.8% |
| All | -12.8% | +27.5% | -40.2% | -31.1% |
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 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