+242.1%
SPYG vs ALC
+20.4%
+221.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.3% | -5.3% | +5.6% | +2.5% |
| 30D | -1.7% | -7.1% | +5.4% | +1.1% |
| 3M | +3.6% | +0.8% | +2.9% | +2.7% |
| 6M | +16.6% | -16.0% | +32.6% | +23.9% |
| YTD | +13.4% | -12.7% | +26.1% | +18.1% |
| 1Y | +19.6% | -12.8% | +32.4% | +24.2% |
| 3Y | +99.8% | -15.8% | +115.6% | +104.7% |
| 5Y | +85.0% | -16.7% | +101.6% | +86.7% |
| All | +242.1% | +20.4% | +221.7% | +177.3% |
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