+71.2%
DTE vs ALC
+30.4%
+40.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.6% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | +8.9% | +16.0% | -7.2% | +3.9% |
| 3M | +1.1% | +0.8% | +0.2% | +0.6% |
| 6M | +0.1% | +16.8% | -16.8% | -5.1% |
| YTD | +11.1% | -5.5% | +16.5% | +11.7% |
| 1Y | +4.9% | -5.3% | +10.2% | +5.4% |
| 3Y | +58.6% | +4.1% | +54.5% | +49.2% |
| 5Y | +47.3% | -7.1% | +54.3% | +41.4% |
| All | +71.2% | +30.4% | +40.8% | +25.5% |
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