+315.8%
SLV vs ALC
+21.6%
+294.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +2.5% | -3.7% | +6.2% | +3.4% |
| 30D | +3.3% | -3.7% | +7.0% | +4.1% |
| 3M | -3.6% | +4.6% | -8.1% | -4.9% |
| 6M | -21.8% | -14.6% | -7.2% | -19.2% |
| YTD | -7.8% | -11.9% | +4.0% | -5.5% |
| 1Y | +58.3% | -13.1% | +71.4% | +62.7% |
| 3Y | +182.6% | -15.0% | +197.6% | +188.1% |
| 5Y | +167.8% | -16.2% | +184.0% | +168.6% |
| All | +315.8% | +21.6% | +294.2% | +273.9% |
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 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