+161.2%
RF vs ALC
+30.4%
+130.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.4% |
| 30D | +7.3% | +16.0% | -8.7% | -0.2% |
| 3M | -7.9% | +0.8% | -8.7% | -8.6% |
| 6M | +10.5% | +16.8% | -6.3% | +1.8% |
| YTD | +9.6% | -5.5% | +15.1% | +10.8% |
| 1Y | +20.3% | -5.3% | +25.5% | +21.3% |
| 3Y | +119.5% | +4.1% | +115.5% | +102.5% |
| 5Y | +48.2% | -7.1% | +55.3% | +42.1% |
| All | +161.2% | +30.4% | +130.8% | +88.0% |
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