+415.5%
TER vs ALC
+31.8%
+383.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | -20.5% | +4.9% | -25.4% | -22.7% |
| 30D | -47.0% | +19.0% | -66.0% | -52.2% |
| 3M | -43.3% | +7.8% | -51.0% | -46.6% |
| 6M | -42.9% | +14.6% | -57.5% | -48.9% |
| YTD | +12.9% | -4.4% | +17.3% | +11.8% |
| 1Y | +18.2% | +1.4% | +16.8% | +12.5% |
| 3Y | +151.8% | +2.5% | +149.3% | +128.7% |
| 5Y | +54.2% | -10.9% | +65.1% | +51.8% |
| All | +415.5% | +31.8% | +383.7% | +275.5% |
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 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