+83.8%
ED vs ALC
+32.2%
+51.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.1% | +2.1% | -2.1% | -0.5% |
| 30D | +11.6% | +17.2% | -5.6% | +7.8% |
| 3M | +10.5% | +4.6% | +5.9% | +9.3% |
| 6M | +13.2% | +20.1% | -6.9% | +8.5% |
| YTD | +22.1% | -4.2% | +26.3% | +22.3% |
| 1Y | +24.2% | +2.1% | +22.1% | +22.4% |
| 3Y | +46.9% | +4.5% | +42.4% | +40.6% |
| 5Y | +80.8% | -12.3% | +93.2% | +78.7% |
| All | +83.8% | +32.2% | +51.7% | +45.7% |
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