+75.6%
T vs ALC
+21.6%
+54.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -1.5% | -3.7% | +2.1% | -0.7% |
| 30D | +7.6% | -3.7% | +11.4% | +8.5% |
| 3M | +15.3% | +4.6% | +10.7% | +14.0% |
| 6M | -8.5% | -14.6% | +6.1% | -5.7% |
| YTD | +6.8% | -11.9% | +18.6% | +9.0% |
| 1Y | -7.2% | -13.1% | +5.9% | -5.2% |
| 3Y | +108.2% | -15.0% | +123.2% | +110.6% |
| 5Y | +66.1% | -16.2% | +82.2% | +65.1% |
| All | +75.6% | +21.6% | +54.0% | +45.3% |
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