+237.1%
SLV vs ALC
+32.2%
+204.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +5.6% | +2.1% | +3.6% | +5.2% |
| 30D | -12.1% | +17.2% | -29.3% | -15.3% |
| 3M | -16.3% | +4.6% | -20.9% | -17.3% |
| 6M | -34.1% | +20.1% | -54.2% | -37.2% |
| YTD | -25.3% | -4.2% | -21.1% | -24.9% |
| 1Y | +9.6% | +2.1% | +7.5% | +8.5% |
| 3Y | +132.7% | +4.5% | +128.2% | +125.8% |
| 5Y | +113.7% | -12.3% | +126.0% | +112.0% |
| All | +237.1% | +32.2% | +204.9% | +197.1% |
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