+778.9%
TER vs ALC
+21.6%
+757.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.3% |
| 7D | +11.0% | -3.7% | +14.6% | +13.1% |
| 30D | -1.9% | -3.7% | +1.9% | -0.4% |
| 3M | -0.7% | +4.6% | -5.2% | -5.0% |
| 6M | +36.4% | -14.6% | +51.0% | +46.2% |
| YTD | +92.4% | -11.9% | +104.3% | +101.6% |
| 1Y | +213.5% | -13.1% | +226.7% | +230.0% |
| 3Y | +277.2% | -15.0% | +292.2% | +289.1% |
| 5Y | +219.1% | -16.2% | +235.3% | +227.6% |
| All | +778.9% | +21.6% | +757.3% | +577.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling