+28.9%
ES vs ALC
+32.2%
-3.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | +2.1% | -2.1% | -0.8% |
| 30D | +5.7% | +17.2% | -11.5% | +0.1% |
| 3M | -2.8% | +4.6% | -7.4% | -4.5% |
| 6M | +7.0% | +20.1% | -13.1% | +0.1% |
| YTD | +6.8% | -4.2% | +11.0% | +7.1% |
| 1Y | -0.5% | +2.1% | -2.5% | -2.5% |
| 3Y | +47.2% | +4.5% | +42.7% | +39.3% |
| 5Y | +2.3% | -12.3% | +14.6% | +1.6% |
| All | +28.9% | +32.2% | -3.3% | -6.1% |
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 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