+33.3%
UL vs ALC
+30.4%
+2.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | +4.5% | +16.0% | -11.5% | +0.5% |
| 3M | +6.5% | +0.8% | +5.7% | +6.1% |
| 6M | +18.2% | +16.8% | +1.3% | +13.3% |
| YTD | +4.7% | -5.5% | +10.2% | +5.4% |
| 1Y | +0.8% | -5.3% | +6.0% | +1.4% |
| 3Y | +35.9% | +4.1% | +31.8% | +30.0% |
| 5Y | +33.4% | -7.1% | +40.5% | +30.0% |
| All | +33.3% | +30.4% | +2.9% | +9.3% |
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