+52.0%
REPL vs ALC
+30.3%
+21.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.2% |
| 7D | +12.7% | +2.3% | +10.4% | +11.4% |
| 30D | +73.5% | +15.5% | +58.0% | +63.1% |
| 3M | +70.3% | +0.6% | +69.7% | +69.5% |
| 6M | +472.0% | +18.4% | +453.6% | +423.2% |
| YTD | +139.5% | -5.6% | +145.1% | +132.6% |
| 1Y | +167.3% | 0.0% | +167.2% | +150.6% |
| 3Y | +109.5% | +2.8% | +106.7% | +79.0% |
| 5Y | -29.9% | -8.8% | -21.1% | -36.1% |
| All | +52.0% | +30.3% | +21.7% | +2.3% |
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