+174.4%
FITB vs ALC
+32.2%
+142.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -1.1% | +2.1% | -3.2% | -2.2% |
| 30D | +7.3% | +17.2% | -9.9% | -1.1% |
| 3M | -4.0% | +4.6% | -8.6% | -6.6% |
| 6M | +11.9% | +20.1% | -8.2% | +1.0% |
| YTD | +19.0% | -4.2% | +23.2% | +19.5% |
| 1Y | +31.0% | +2.1% | +28.9% | +27.0% |
| 3Y | +143.8% | +4.5% | +139.3% | +122.6% |
| 5Y | +48.9% | -12.3% | +61.2% | +47.8% |
| All | +174.4% | +32.2% | +142.2% | +85.4% |
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 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