+68.4%
EXC vs ALC
+31.8%
+36.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -1.2% | +4.9% | -6.1% | -2.8% |
| 30D | +10.0% | +19.0% | -9.0% | +3.8% |
| 3M | +1.6% | +7.8% | -6.1% | -1.2% |
| 6M | +3.3% | +14.6% | -11.3% | -1.8% |
| YTD | +7.6% | -4.4% | +12.0% | +7.8% |
| 1Y | +3.5% | +1.4% | +2.1% | +1.4% |
| 3Y | +27.7% | +2.5% | +25.1% | +19.5% |
| 5Y | +41.1% | -10.9% | +52.0% | +37.4% |
| All | +68.4% | +31.8% | +36.6% | +20.0% |
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