+280.7%
UUUU vs ALC
+17.1%
+263.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.7% | -3.6% | -4.7% |
| 7D | -5.0% | -7.7% | +2.7% | -0.6% |
| 30D | -7.8% | -11.7% | +3.9% | -0.9% |
| 3M | -0.4% | +0.7% | -1.1% | -1.5% |
| 6M | -32.9% | -17.1% | -15.8% | -26.4% |
| YTD | -6.3% | -15.1% | +8.9% | +0.4% |
| 1Y | +7.9% | -14.1% | +22.0% | +13.0% |
| 3Y | +85.2% | -18.2% | +103.4% | +87.0% |
| 5Y | +97.0% | -19.2% | +116.1% | +101.2% |
| All | +280.7% | +17.1% | +263.7% | +188.6% |
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