-20.7%
DOW vs ALC
+21.6%
-42.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.3% |
| 7D | -2.9% | -3.7% | +0.7% | -1.3% |
| 30D | +2.0% | -3.7% | +5.7% | +3.6% |
| 3M | -12.5% | +4.6% | -17.1% | -14.8% |
| 6M | -9.2% | -14.6% | +5.4% | -4.0% |
| YTD | +30.8% | -11.9% | +42.6% | +35.9% |
| 1Y | +29.4% | -13.1% | +42.5% | +35.4% |
| 3Y | -34.6% | -15.0% | -19.6% | -32.0% |
| 5Y | -35.9% | -16.2% | -19.8% | -34.8% |
| All | -20.7% | +21.6% | -42.3% | -35.8% |
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