+36.3%
HYG vs ALC
+21.6%
+14.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -0.1% | -3.7% | +3.7% | +0.5% |
| 3M | +1.0% | +4.6% | -3.6% | 0.0% |
| 6M | +2.3% | -14.6% | +16.9% | +4.7% |
| YTD | +2.1% | -11.9% | +14.0% | +3.8% |
| 1Y | +3.8% | -13.1% | +16.9% | +5.6% |
| 3Y | +26.7% | -15.0% | +41.7% | +27.6% |
| 5Y | +19.3% | -16.2% | +35.5% | +18.6% |
| All | +36.3% | +21.6% | +14.7% | +20.6% |
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