-50.0%
TE vs ALC
+21.7%
-71.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | +15.0% | -5.3% | +20.3% | +17.6% |
| 30D | -7.5% | -7.1% | -0.5% | -4.6% |
| 3M | -42.0% | +0.8% | -42.7% | -42.7% |
| 6M | -31.4% | -16.0% | -15.4% | -26.8% |
| YTD | -26.5% | -12.7% | -13.8% | -23.4% |
| 1Y | +153.1% | -12.8% | +165.9% | +162.5% |
| 3Y | -20.7% | -15.8% | -4.8% | -15.9% |
| 5Y | -45.4% | -16.7% | -28.8% | -44.2% |
| All | -50.0% | +21.7% | -71.7% | -49.3% |
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