+647.7%
GE vs ALC
+30.4%
+617.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.2% |
| 7D | +2.7% | -1.1% | +3.7% | +3.1% |
| 30D | +8.1% | +16.0% | -8.0% | +0.6% |
| 3M | -7.9% | +0.8% | -8.7% | -8.6% |
| 6M | +12.9% | +16.8% | -3.9% | +3.9% |
| YTD | +8.2% | -5.5% | +13.7% | +9.3% |
| 1Y | +9.7% | -5.3% | +14.9% | +10.4% |
| 3Y | +266.1% | +4.1% | +262.0% | +235.4% |
| 5Y | +407.4% | -7.1% | +414.4% | +387.4% |
| All | +647.7% | +30.4% | +617.4% | +423.4% |
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