-40.0%
NIO vs ALC
+26.4%
-66.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.4% |
| 7D | -4.7% | -6.2% | +1.5% | -1.6% |
| 30D | -14.3% | +14.0% | -28.3% | -20.1% |
| 3M | -32.8% | -2.4% | -30.4% | -32.3% |
| 6M | -49.8% | +12.6% | -62.5% | -53.7% |
| YTD | -40.2% | -8.4% | -31.8% | -39.0% |
| 1Y | -52.7% | -9.1% | -43.6% | -51.7% |
| 3Y | -57.9% | -0.3% | -57.6% | -60.9% |
| 5Y | -92.9% | -9.9% | -82.9% | -93.0% |
| All | -40.0% | +26.4% | -66.3% | -46.9% |
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