+14.6%
XYZ vs ALC
+31.8%
-17.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.4% |
| 7D | +12.1% | +4.9% | +7.3% | +8.4% |
| 30D | +12.4% | +19.0% | -6.6% | -1.6% |
| 3M | +8.2% | +7.8% | +0.4% | +1.9% |
| 6M | +20.7% | +14.6% | +6.1% | +7.2% |
| YTD | +31.3% | -4.4% | +35.8% | +33.8% |
| 1Y | +20.5% | +1.4% | +19.1% | +16.4% |
| 3Y | +72.6% | +2.5% | +70.1% | +50.5% |
| 5Y | -64.0% | -10.9% | -53.1% | -63.9% |
| All | +14.6% | +31.8% | -17.2% | -20.3% |
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