-41.3%
TE vs ALC
-15.6%
-25.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +11.3% |
| 7D | +18.2% | -3.7% | +21.9% | +20.9% |
| 30D | -13.5% | -3.7% | -9.8% | -11.5% |
| 3M | -44.6% | +4.6% | -49.1% | -47.1% |
| 6M | -24.7% | -14.6% | -10.1% | -17.8% |
| YTD | -24.3% | -11.9% | -12.4% | -20.2% |
| 1Y | +155.6% | -13.1% | +168.7% | +169.8% |
| 3Y | -18.3% | -15.0% | -3.3% | -13.7% |
| 5Y | -41.3% | -16.2% | -25.1% | -35.5% |
| All | -41.3% | -15.6% | -25.7% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling