-23.8%
EL vs ALC
+30.3%
-54.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +1.0% |
| 7D | +7.6% | +2.3% | +5.3% | +6.3% |
| 30D | +15.7% | +15.5% | +0.2% | +7.2% |
| 3M | +30.5% | +0.6% | +30.0% | +30.0% |
| 6M | +32.5% | +18.4% | +14.2% | +20.9% |
| YTD | +9.4% | -5.6% | +15.0% | +11.4% |
| 1Y | +28.4% | 0.0% | +28.3% | +26.5% |
| 3Y | +4.4% | +2.8% | +1.6% | -1.0% |
| 5Y | -64.5% | -8.8% | -55.7% | -64.7% |
| All | -23.8% | +30.3% | -54.1% | -40.2% |
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