+628.4%
GE vs ALC
+31.8%
+596.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.7% |
| 7D | +7.1% | +4.9% | +2.2% | +4.7% |
| 30D | +6.5% | +19.0% | -12.5% | -2.0% |
| 3M | -13.6% | +7.8% | -21.3% | -17.0% |
| 6M | +6.0% | +14.6% | -8.6% | -1.5% |
| YTD | +5.4% | -4.4% | +9.8% | +6.0% |
| 1Y | +6.5% | +1.4% | +5.1% | +3.6% |
| 3Y | +268.6% | +2.5% | +266.1% | +241.3% |
| 5Y | +389.0% | -10.9% | +399.9% | +383.5% |
| All | +628.4% | +31.8% | +596.6% | +407.6% |
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