+61.1%
EXC vs ALC
+24.0%
+37.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | -3.7% | -0.1% | -3.6% | -3.8% |
| 3M | -1.3% | +5.9% | -7.2% | -3.4% |
| 6M | -9.7% | -15.9% | +6.2% | -5.0% |
| YTD | +2.9% | -10.1% | +13.0% | +5.4% |
| 1Y | +4.4% | -10.2% | +14.6% | +6.6% |
| 3Y | +22.2% | -13.6% | +35.8% | +22.5% |
| 5Y | +46.7% | -15.1% | +61.8% | +44.8% |
| All | +61.1% | +24.0% | +37.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling