+77.6%
V vs ALC
+2.3%
+75.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +2.2% | +4.9% | -2.7% | +1.0% |
| 30D | +13.6% | +19.0% | -5.4% | +8.8% |
| 3M | +14.3% | +7.8% | +6.5% | +12.1% |
| 6M | +33.1% | +14.6% | +18.5% | +28.5% |
| YTD | +21.2% | -4.4% | +25.7% | +21.6% |
| 1Y | +26.4% | +1.4% | +25.0% | +24.8% |
| 3Y | +77.6% | +2.5% | +75.1% | +77.4% |
| All | +77.6% | +2.3% | +75.3% | +77.4% |
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