+72.2%
V vs ALC
-16.0%
+88.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.0% |
| 30D | +2.0% | -0.1% | +2.1% | +1.9% |
| 3M | +17.4% | +5.9% | +11.5% | +14.8% |
| 6M | +17.5% | -15.9% | +33.4% | +24.1% |
| YTD | +7.6% | -10.1% | +17.7% | +10.6% |
| 1Y | +7.7% | -10.2% | +17.9% | +10.5% |
| 3Y | +54.7% | -13.6% | +68.2% | +57.1% |
| All | +72.2% | -16.0% | +88.1% | +69.8% |
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