-38.3%
TROW vs ALC
-17.4%
-20.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -1.5% | -5.3% | +3.8% | +1.2% |
| 30D | -5.3% | -7.1% | +1.8% | -1.9% |
| 3M | +2.9% | +0.8% | +2.2% | +2.0% |
| 6M | +22.2% | -16.0% | +38.2% | +32.0% |
| YTD | +8.1% | -12.7% | +20.8% | +14.0% |
| 1Y | +5.8% | -12.8% | +18.6% | +11.2% |
| 3Y | +14.0% | -15.8% | +29.9% | +17.4% |
| 5Y | -38.3% | -16.7% | -21.6% | -38.9% |
| All | -38.3% | -17.4% | -20.8% | -38.9% |
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