+156.2%
RF vs ALC
+31.8%
+124.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.6% |
| 7D | -0.9% | +4.9% | -5.8% | -3.2% |
| 30D | +6.0% | +19.0% | -12.9% | -2.5% |
| 3M | -8.9% | +7.8% | -16.7% | -12.5% |
| 6M | +2.3% | +14.6% | -12.2% | -4.8% |
| YTD | +7.6% | -4.4% | +12.0% | +8.2% |
| 1Y | +21.2% | +1.4% | +19.8% | +18.1% |
| 3Y | +108.5% | +2.5% | +106.0% | +94.3% |
| 5Y | +43.2% | -10.9% | +54.1% | +41.1% |
| All | +156.2% | +31.8% | +124.4% | +83.5% |
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 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