+29.3%
V vs ALC
+4.2%
+25.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.1% |
| 7D | +9.0% | +10.7% | -1.7% | +6.3% |
| 30D | +18.1% | +20.2% | -2.1% | +13.0% |
| 3M | +18.3% | +8.9% | +9.4% | +15.7% |
| 6M | +34.1% | +5.7% | +28.4% | +30.6% |
| YTD | +25.2% | -1.4% | +26.7% | +23.6% |
| 1Y | +29.3% | +4.7% | +24.6% | +23.9% |
| All | +29.3% | +4.2% | +25.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling