+4.8%
ES vs ALC
-10.6%
+15.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +0.1% | -6.3% | +6.4% | +1.8% |
| 30D | +6.7% | +12.6% | -5.9% | +3.4% |
| 3M | +0.3% | -3.8% | +4.2% | +1.2% |
| 6M | +7.4% | +16.8% | -9.4% | +2.7% |
| YTD | +8.4% | -7.6% | +16.0% | +9.7% |
| 1Y | +0.6% | -5.9% | +6.5% | +1.2% |
| 3Y | +50.6% | +0.6% | +50.0% | +46.2% |
| 5Y | +4.8% | -9.5% | +14.3% | -0.7% |
| All | +4.8% | -10.6% | +15.4% | -0.7% |
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 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