+24.8%
UL vs ALC
+20.4%
+4.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -3.2% | -5.3% | +2.1% | -1.9% |
| 30D | -0.6% | -7.1% | +6.5% | +1.3% |
| 3M | +9.4% | +0.8% | +8.7% | +9.1% |
| 6M | -4.1% | -16.0% | +11.9% | -0.2% |
| YTD | -2.0% | -12.7% | +10.8% | +0.9% |
| 1Y | -9.0% | -12.8% | +3.9% | -6.4% |
| 3Y | +21.8% | -15.8% | +37.7% | +23.9% |
| 5Y | +20.6% | -16.7% | +37.2% | +21.1% |
| All | +24.8% | +20.4% | +4.4% | +4.6% |
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