+245.1%
SPYG vs ALC
+24.0%
+221.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | -0.4% | -0.1% | -0.4% | -0.6% |
| 3M | +0.5% | +5.9% | -5.3% | -2.3% |
| 6M | +17.5% | -15.9% | +33.4% | +24.9% |
| YTD | +14.3% | -10.1% | +24.5% | +17.8% |
| 1Y | +21.7% | -10.2% | +31.9% | +24.9% |
| 3Y | +98.6% | -13.6% | +112.2% | +101.4% |
| 5Y | +85.1% | -15.1% | +100.2% | +85.7% |
| All | +245.1% | +24.0% | +221.1% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling