-83.2%
FIG vs ALC
-15.0%
-68.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.0% |
| 7D | -12.6% | +2.1% | -14.7% | -13.4% |
| 30D | -13.8% | +17.2% | -31.0% | -19.7% |
| 3M | -16.7% | +4.6% | -21.3% | -18.6% |
| 6M | -6.1% | +20.1% | -26.2% | -12.6% |
| YTD | -48.1% | -4.2% | -43.9% | -47.2% |
| 1Y | -56.2% | +2.1% | -58.2% | -55.6% |
| All | -83.2% | -15.0% | -68.2% | -84.1% |
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