+46.8%
IR vs ALC
-9.8%
+56.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +4.3% | -6.2% | +10.4% | +7.1% |
| 30D | +8.1% | +14.0% | -5.9% | +1.5% |
| 3M | +0.7% | -2.4% | +3.1% | +1.3% |
| 6M | +16.6% | +12.6% | +4.0% | +9.5% |
| YTD | +7.8% | -8.4% | +16.2% | +10.6% |
| 1Y | +9.9% | -9.1% | +19.1% | +13.1% |
| 3Y | +25.2% | -0.3% | +25.5% | +18.7% |
| 5Y | +46.8% | -9.9% | +56.7% | +46.8% |
| All | +46.8% | -9.8% | +56.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling