+46.2%
RF vs ALC
-10.7%
+56.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -0.1% | +2.1% | -2.2% | -1.0% |
| 30D | +7.0% | +17.2% | -10.2% | +0.8% |
| 3M | -7.0% | +4.6% | -11.7% | -8.8% |
| 6M | +6.8% | +20.1% | -13.3% | -0.9% |
| YTD | +9.9% | -4.2% | +14.1% | +10.4% |
| 1Y | +21.1% | +2.1% | +19.0% | +18.6% |
| 3Y | +119.6% | +4.5% | +115.2% | +106.5% |
| 5Y | +46.2% | -12.3% | +58.5% | +41.9% |
| All | +46.2% | -10.7% | +56.9% | +41.9% |
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