+33.1%
ES vs ALC
+30.4%
+2.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.2% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +7.6% | +16.0% | -8.5% | +2.2% |
| 3M | +0.5% | +0.8% | -0.3% | -0.1% |
| 6M | +7.6% | +16.8% | -9.2% | +1.6% |
| YTD | +10.2% | -5.5% | +15.7% | +11.1% |
| 1Y | +1.8% | -5.3% | +7.1% | +2.4% |
| 3Y | +55.4% | +4.1% | +51.3% | +47.1% |
| 5Y | +7.3% | -7.1% | +14.4% | +3.8% |
| All | +33.1% | +30.4% | +2.7% | -2.7% |
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