+3.8%
MSCI vs ALC
-11.2%
+15.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.2% |
| 7D | +2.8% | +4.9% | -2.1% | +0.5% |
| 30D | +15.4% | +19.0% | -3.5% | +6.1% |
| 3M | +13.4% | +7.8% | +5.6% | +9.1% |
| 6M | +10.9% | +14.6% | -3.7% | +3.3% |
| YTD | +13.0% | -4.4% | +17.4% | +13.7% |
| 1Y | +12.0% | +1.4% | +10.6% | +8.8% |
| 3Y | +34.1% | +2.5% | +31.6% | +20.3% |
| All | +3.8% | -11.2% | +15.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling