+77.7%
SPY vs ALC
+4.4%
+73.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | +2.6% | -1.1% | +3.7% | +2.8% |
| 30D | -2.0% | +16.0% | -18.0% | -5.1% |
| 3M | -2.8% | +0.8% | -3.6% | -3.0% |
| 6M | +2.1% | +16.8% | -14.7% | -1.8% |
| YTD | +11.5% | -5.5% | +17.0% | +12.5% |
| 1Y | +13.5% | -5.3% | +18.7% | +14.3% |
| 3Y | +77.7% | +4.1% | +73.6% | +76.8% |
| All | +77.7% | +4.4% | +73.3% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling