-97.3%
IRE vs ALC
-3.1%
-94.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.2% | +14.3% | +9.7% |
| 7D | -15.1% | -6.3% | -8.9% | -21.0% |
| 30D | -71.4% | +12.6% | -84.0% | -67.1% |
| 3M | -81.2% | -3.8% | -77.3% | -80.3% |
| 6M | -93.7% | +16.8% | -110.6% | -92.8% |
| YTD | -92.2% | -7.6% | -84.6% | -90.7% |
| 1Y | -97.3% | -5.9% | -91.4% | -96.6% |
| All | -97.3% | -3.1% | -94.3% | -96.6% |
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 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