+133.5%
RMD vs ALC
+21.6%
+111.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | -4.5% | -3.7% | -0.8% | -2.8% |
| 30D | +4.6% | -3.7% | +8.3% | +6.5% |
| 3M | +14.8% | +4.6% | +10.2% | +12.2% |
| 6M | -12.1% | -14.6% | +2.5% | -6.0% |
| YTD | -7.5% | -11.9% | +4.4% | -2.9% |
| 1Y | -20.1% | -13.1% | -6.9% | -15.7% |
| 3Y | +53.9% | -15.0% | +68.9% | +59.1% |
| 5Y | -22.2% | -16.2% | -6.0% | -20.3% |
| All | +133.5% | +21.6% | +111.9% | +87.4% |
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