-11.1%
DOW vs ALC
+26.4%
-37.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.2% |
| 7D | +3.7% | -6.2% | +9.8% | +6.5% |
| 30D | +16.3% | +14.0% | +2.3% | +9.4% |
| 3M | +9.7% | -2.4% | +12.1% | +10.2% |
| 6M | -14.1% | +12.6% | -26.7% | -19.6% |
| YTD | +46.6% | -8.4% | +55.0% | +49.1% |
| 1Y | +56.8% | -9.1% | +66.0% | +60.1% |
| 3Y | -20.4% | -0.3% | -20.1% | -23.6% |
| 5Y | -27.4% | -9.9% | -17.5% | -28.8% |
| All | -11.1% | +26.4% | -37.5% | -29.6% |
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