+105.8%
V vs ALC
-9.8%
+115.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.4% |
| 7D | -0.4% | -6.2% | +5.8% | +1.9% |
| 30D | +6.3% | +14.0% | -7.7% | +1.4% |
| 3M | +17.2% | -2.4% | +19.5% | +18.0% |
| 6M | +29.2% | +12.6% | +16.6% | +23.5% |
| YTD | +20.8% | -8.4% | +29.2% | +23.3% |
| 1Y | +25.0% | -9.1% | +34.1% | +27.9% |
| 3Y | +75.3% | -0.3% | +75.6% | +65.9% |
| 5Y | +105.8% | -9.9% | +115.8% | +101.7% |
| All | +105.8% | -9.8% | +115.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling