+32.9%
DTE vs ALC
-17.4%
+50.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | 0.0% | -5.3% | +5.3% | +1.1% |
| 30D | -0.5% | -7.1% | +6.5% | +0.9% |
| 3M | -6.0% | +0.8% | -6.8% | -6.4% |
| 6M | -7.2% | -16.0% | +8.8% | -4.4% |
| YTD | +7.2% | -12.7% | +19.9% | +9.4% |
| 1Y | +4.1% | -12.8% | +16.9% | +6.1% |
| 3Y | +46.9% | -15.8% | +62.7% | +48.6% |
| 5Y | +32.9% | -16.7% | +49.6% | +27.1% |
| All | +32.9% | -17.4% | +50.3% | +27.1% |
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