+32.7%
UL vs ALC
+30.3%
+2.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +2.6% | +2.3% | +0.2% | +1.9% |
| 30D | +6.8% | +15.5% | -8.8% | +2.8% |
| 3M | +5.7% | +0.6% | +5.2% | +5.5% |
| 6M | +15.9% | +18.4% | -2.5% | +10.7% |
| YTD | +4.3% | -5.6% | +9.8% | +5.0% |
| 1Y | -0.4% | 0.0% | -0.5% | -1.3% |
| 3Y | +35.0% | +2.8% | +32.1% | +29.6% |
| 5Y | +31.6% | -8.8% | +40.4% | +29.1% |
| All | +32.7% | +30.3% | +2.4% | +8.9% |
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