+110.1%
NI vs ALC
-9.1%
+119.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.5% | +2.3% | -0.8% | +0.9% |
| 30D | +11.9% | +15.5% | -3.7% | +8.2% |
| 3M | +9.1% | +0.6% | +8.5% | +8.8% |
| 6M | -1.8% | +18.4% | -20.1% | -5.9% |
| YTD | +11.4% | -5.6% | +16.9% | +12.0% |
| 1Y | +6.4% | 0.0% | +6.3% | +5.4% |
| 3Y | +98.2% | +2.8% | +95.4% | +90.9% |
| 5Y | +110.1% | -8.8% | +118.8% | +98.8% |
| All | +110.1% | -9.1% | +119.2% | +98.8% |
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