+1,449.6%
NET vs ALC
+20.4%
+1,429.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.5% |
| 7D | -7.0% | -2.1% | -4.9% | -5.7% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +3.8% | +5.9% | -2.1% | -1.2% |
| 6M | +50.0% | -15.9% | +66.0% | +65.5% |
| YTD | +41.5% | -10.1% | +51.6% | +47.9% |
| 1Y | +32.8% | -10.2% | +43.1% | +37.6% |
| 3Y | +335.9% | -13.6% | +349.4% | +338.4% |
| 5Y | +113.8% | -15.1% | +129.0% | +116.9% |
| All | +1,449.6% | +20.4% | +1,429.1% | +1,375.7% |
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