+96.4%
NI vs ALC
-15.6%
+112.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.7% |
| 7D | +2.3% | -3.7% | +6.0% | +3.1% |
| 30D | -1.7% | -3.7% | +2.1% | -0.9% |
| 3M | -8.0% | +4.6% | -12.6% | -9.2% |
| 6M | -8.6% | -14.6% | +6.0% | -5.8% |
| YTD | +2.3% | -11.9% | +14.2% | +4.6% |
| 1Y | +6.9% | -13.1% | +20.1% | +9.5% |
| 3Y | +70.6% | -15.0% | +85.6% | +72.9% |
| 5Y | +96.4% | -16.2% | +112.6% | +85.2% |
| All | +96.4% | -15.6% | +112.0% | +85.2% |
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 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