+35.4%
HYG vs ALC
+16.1%
+19.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | -0.7% | -10.3% | +9.5% | +1.0% |
| 3M | -0.2% | -0.7% | +0.5% | -0.3% |
| 6M | +1.4% | -17.8% | +19.3% | +4.4% |
| YTD | +1.5% | -15.8% | +17.3% | +3.9% |
| 1Y | +2.9% | -16.7% | +19.6% | +5.4% |
| 3Y | +25.6% | -19.7% | +45.4% | +27.8% |
| 5Y | +18.6% | -19.8% | +38.4% | +18.8% |
| All | +35.4% | +16.1% | +19.2% | +20.8% |
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