+228.9%
SPYG vs ALC
+26.4%
+202.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +4.2% | -6.2% | +10.4% | +6.8% |
| 30D | -7.4% | +14.0% | -21.4% | -12.4% |
| 3M | -5.3% | -2.4% | -2.9% | -4.8% |
| 6M | -1.2% | +12.6% | -13.8% | -6.9% |
| YTD | +9.0% | -8.4% | +17.4% | +10.9% |
| 1Y | +8.8% | -9.1% | +17.9% | +10.9% |
| 3Y | +92.8% | -0.3% | +93.1% | +81.6% |
| 5Y | +69.3% | -9.9% | +79.2% | +64.9% |
| All | +228.9% | +26.4% | +202.6% | +160.4% |
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