+230.6%
IR vs ALC
+32.2%
+198.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +5.0% | +2.1% | +3.0% | +3.8% |
| 30D | +10.3% | +17.2% | -6.9% | +1.6% |
| 3M | -0.1% | +4.6% | -4.7% | -2.9% |
| 6M | +14.8% | +20.1% | -5.4% | +3.8% |
| YTD | +9.7% | -4.2% | +13.9% | +10.3% |
| 1Y | +12.2% | +2.1% | +10.1% | +9.0% |
| 3Y | +30.0% | +4.5% | +25.5% | +20.6% |
| 5Y | +46.8% | -12.3% | +59.2% | +47.6% |
| All | +230.6% | +32.2% | +198.4% | +147.5% |
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