-35.4%
REPL vs ALC
-10.6%
-24.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.3% | -5.8% |
| 7D | +5.3% | -6.3% | +11.5% | +7.2% |
| 30D | +66.6% | +12.6% | +54.0% | +61.1% |
| 3M | +59.6% | -3.8% | +63.4% | +60.9% |
| 6M | +482.4% | +16.8% | +465.5% | +449.1% |
| YTD | +124.1% | -7.6% | +131.7% | +121.7% |
| 1Y | +138.6% | -5.9% | +144.4% | +133.2% |
| 3Y | +96.0% | +0.6% | +95.5% | +68.5% |
| 5Y | -35.4% | -9.5% | -25.9% | -39.5% |
| All | -35.4% | -10.6% | -24.8% | -39.5% |
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