+32.3%
MSCI vs ALC
+2.4%
+29.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +1.5% | +2.1% | -0.6% | +0.9% |
| 30D | +14.4% | +17.2% | -2.8% | +9.6% |
| 3M | +15.2% | +4.6% | +10.6% | +13.6% |
| 6M | +11.2% | +20.1% | -8.9% | +5.9% |
| YTD | +13.9% | -4.2% | +18.1% | +14.2% |
| 1Y | +12.5% | +2.1% | +10.4% | +10.5% |
| 3Y | +32.3% | +4.5% | +27.8% | +28.2% |
| All | +32.3% | +2.4% | +29.9% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling