+280.4%
GE vs ALC
-13.3%
+293.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | +3.0% | +5.9% | -2.9% | +1.1% |
| 6M | -0.5% | -15.9% | +15.4% | +4.1% |
| YTD | +9.7% | -10.1% | +19.8% | +12.5% |
| 1Y | +20.0% | -10.2% | +30.3% | +22.8% |
| All | +280.4% | -13.3% | +293.7% | +304.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling