+3.6%
ES vs ALC
-11.2%
+14.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | +1.9% | +4.9% | -3.0% | +0.6% |
| 30D | +7.1% | +19.0% | -11.9% | +2.3% |
| 3M | -1.9% | +7.8% | -9.7% | -4.1% |
| 6M | +4.4% | +14.6% | -10.2% | +0.3% |
| YTD | +7.3% | -4.4% | +11.8% | +7.7% |
| 1Y | +2.1% | +1.4% | +0.7% | +0.7% |
| 3Y | +41.8% | +2.5% | +39.3% | +37.2% |
| All | +3.6% | -11.2% | +14.8% | -1.9% |
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