+159.8%
RF vs ALC
+30.3%
+129.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | +0.3% | +2.3% | -2.0% | -0.8% |
| 30D | +6.2% | +15.5% | -9.3% | -1.0% |
| 3M | -7.8% | +0.6% | -8.4% | -8.5% |
| 6M | +5.9% | +18.4% | -12.5% | -3.0% |
| YTD | +9.0% | -5.6% | +14.6% | +10.3% |
| 1Y | +19.3% | 0.0% | +19.2% | +17.0% |
| 3Y | +116.4% | +2.8% | +113.6% | +101.1% |
| 5Y | +46.0% | -8.8% | +54.8% | +41.7% |
| All | +159.8% | +30.3% | +129.5% | +87.1% |
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