+34.5%
M vs ALC
+27.5%
+7.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | +0.3% |
| 7D | -3.3% | -6.3% | +3.0% | +0.4% |
| 30D | +8.1% | +12.6% | -4.5% | +1.2% |
| 3M | +2.2% | -3.8% | +6.1% | +4.6% |
| 6M | +35.1% | +16.8% | +18.3% | +23.0% |
| YTD | +15.8% | -7.6% | +23.4% | +18.7% |
| 1Y | +25.8% | -5.9% | +31.7% | +27.6% |
| 3Y | +156.2% | +0.6% | +155.6% | +140.7% |
| 5Y | -2.4% | -9.5% | +7.1% | -3.9% |
| All | +34.5% | +27.5% | +7.0% | -14.4% |
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