+185.9%
IVV vs ALC
+34.7%
+151.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -4.8% | +7.6% | -12.4% | -7.4% |
| 30D | -5.9% | +21.1% | -27.1% | -12.6% |
| 3M | -4.5% | +8.5% | -13.0% | -7.8% |
| 6M | +1.8% | +2.8% | -1.0% | -0.4% |
| YTD | +8.4% | -2.4% | +10.8% | +7.8% |
| 1Y | +9.4% | +3.5% | +5.9% | +6.1% |
| 3Y | +75.3% | +4.2% | +71.1% | +64.1% |
| 5Y | +67.8% | -9.0% | +76.8% | +64.0% |
| All | +185.9% | +34.7% | +151.3% | +119.7% |
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