+83.9%
TER vs ALC
-9.8%
+93.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +24.0% | -6.2% | +30.1% | +27.1% |
| 30D | -30.6% | +14.0% | -44.7% | -35.3% |
| 3M | -34.5% | -2.4% | -32.1% | -34.7% |
| 6M | -26.4% | +12.6% | -39.0% | -33.1% |
| YTD | +36.4% | -8.4% | +44.8% | +38.7% |
| 1Y | +47.4% | -9.1% | +56.5% | +50.5% |
| 3Y | +202.6% | -0.3% | +202.8% | +176.2% |
| 5Y | +83.9% | -9.9% | +93.8% | +83.2% |
| All | +83.9% | -9.8% | +93.7% | +83.2% |
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