-26.3%
U vs ALC
+28.2%
-54.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.1% |
| 7D | +24.4% | +2.3% | +22.0% | +22.1% |
| 30D | +7.4% | +15.5% | -8.1% | -3.6% |
| 3M | +16.8% | +0.6% | +16.2% | +15.3% |
| 6M | +78.8% | +18.4% | +60.4% | +54.9% |
| YTD | +14.0% | -5.6% | +19.5% | +15.8% |
| 1Y | +16.7% | 0.0% | +16.7% | +12.6% |
| 3Y | +86.4% | +2.8% | +83.6% | +66.1% |
| 5Y | -71.5% | -8.8% | -62.7% | -72.6% |
| All | -26.3% | +28.2% | -54.6% | -40.9% |
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 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