-37.5%
U vs ALC
+19.7%
-57.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +4.0% |
| 7D | +4.5% | -3.7% | +8.1% | +7.2% |
| 30D | -0.6% | -3.7% | +3.2% | +2.0% |
| 3M | +48.4% | +4.6% | +43.9% | +42.3% |
| 6M | +115.4% | -14.6% | +130.0% | +137.2% |
| YTD | -3.2% | -11.9% | +8.7% | +4.1% |
| 1Y | -6.0% | -13.1% | +7.1% | +1.2% |
| 3Y | +13.5% | -15.0% | +28.5% | +20.1% |
| 5Y | -68.0% | -16.2% | -51.8% | -67.3% |
| All | -37.5% | +19.7% | -57.1% | -46.9% |
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