+40.2%
SYY vs ALC
+27.5%
+12.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | 0.0% | -6.3% | +6.3% | +2.5% |
| 30D | -2.2% | +12.6% | -14.8% | -6.6% |
| 3M | -8.0% | -3.8% | -4.2% | -6.9% |
| 6M | +7.5% | +16.8% | -9.3% | +0.5% |
| YTD | +7.4% | -7.6% | +15.0% | +9.2% |
| 1Y | +4.9% | -5.9% | +10.7% | +5.6% |
| 3Y | +24.1% | +0.6% | +23.5% | +15.6% |
| 5Y | +13.4% | -9.5% | +22.8% | +9.0% |
| All | +40.2% | +27.5% | +12.8% | +2.4% |
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 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