+26.8%
O vs ALC
+21.6%
+5.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.6% | -3.7% | +3.1% | +0.8% |
| 30D | -2.0% | -3.7% | +1.8% | -0.7% |
| 3M | +3.0% | +4.6% | -1.5% | +1.0% |
| 6M | -3.6% | -14.6% | +11.0% | +1.2% |
| YTD | +12.1% | -11.9% | +23.9% | +15.9% |
| 1Y | +8.9% | -13.1% | +22.0% | +12.9% |
| 3Y | +30.3% | -15.0% | +45.3% | +32.0% |
| 5Y | +13.7% | -16.2% | +29.9% | +13.4% |
| All | +26.8% | +21.6% | +5.3% | -10.6% |
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