+192.7%
MSCI vs ALC
+24.0%
+168.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.5% |
| 30D | +0.6% | -0.1% | +0.7% | +0.4% |
| 3M | -7.1% | +5.9% | -13.0% | -10.0% |
| 6M | +0.8% | -15.9% | +16.8% | +9.0% |
| YTD | +1.0% | -10.1% | +11.1% | +4.9% |
| 1Y | +4.3% | -10.2% | +14.5% | +7.8% |
| 3Y | +9.9% | -13.6% | +23.5% | +11.5% |
| 5Y | -6.8% | -15.1% | +8.4% | -5.9% |
| All | +192.7% | +24.0% | +168.7% | +119.1% |
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