+232.8%
MSCI vs ALC
+26.4%
+206.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -0.7% | -6.2% | +5.5% | +2.6% |
| 30D | +16.2% | +14.0% | +2.2% | +8.6% |
| 3M | +16.1% | -2.4% | +18.5% | +17.4% |
| 6M | +12.9% | +12.6% | +0.3% | +5.7% |
| YTD | +14.8% | -8.4% | +23.2% | +18.0% |
| 1Y | +13.8% | -9.1% | +22.9% | +17.2% |
| 3Y | +31.2% | -0.3% | +31.5% | +21.6% |
| 5Y | +5.6% | -9.9% | +15.5% | +3.2% |
| All | +232.8% | +26.4% | +206.4% | +146.4% |
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