+43.5%
REPL vs ALC
+26.4%
+17.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +9.8% | -6.2% | +16.0% | +12.7% |
| 30D | +81.5% | +14.0% | +67.5% | +71.6% |
| 3M | +44.2% | -2.4% | +46.6% | +45.7% |
| 6M | +437.4% | +12.6% | +424.8% | +402.0% |
| YTD | +126.1% | -8.4% | +134.5% | +122.6% |
| 1Y | +143.1% | -9.1% | +152.3% | +139.9% |
| 3Y | +97.8% | -0.3% | +98.1% | +71.3% |
| 5Y | -34.3% | -9.9% | -24.3% | -39.9% |
| All | +43.5% | +26.4% | +17.1% | -2.1% |
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