+67.8%
SPYG vs ALC
-9.1%
+76.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -2.0% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -6.5% | +16.0% | -22.5% | -11.4% |
| 3M | -6.8% | +0.8% | -7.7% | -7.4% |
| 6M | -3.1% | +16.8% | -20.0% | -9.3% |
| YTD | +8.0% | -5.5% | +13.5% | +8.8% |
| 1Y | +10.2% | -5.3% | +15.5% | +10.8% |
| 3Y | +91.0% | +4.1% | +86.9% | +75.9% |
| All | +67.8% | -9.1% | +76.9% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling