+36.0%
UL vs ALC
+2.3%
+33.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +1.1% | +4.9% | -3.8% | +0.2% |
| 30D | +8.2% | +19.0% | -10.7% | +4.7% |
| 3M | +4.5% | +7.8% | -3.2% | +2.9% |
| 6M | +12.6% | +14.6% | -2.0% | +9.7% |
| YTD | +3.5% | -4.4% | +8.0% | +3.4% |
| 1Y | -0.4% | +1.4% | -1.8% | -1.4% |
| 3Y | +36.0% | +2.5% | +33.5% | +34.7% |
| All | +36.0% | +2.3% | +33.7% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling