+384.5%
ALAB vs EWT
+151.5%
+233.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.7% |
| 7D | +9.6% | +2.1% | +7.5% | +6.4% |
| 30D | -5.3% | +9.4% | -14.6% | -17.7% |
| 3M | -12.0% | +10.9% | -22.9% | -21.1% |
| 6M | +145.7% | +57.9% | +87.8% | +28.7% |
| YTD | +80.7% | +75.9% | +4.7% | -21.1% |
| 1Y | +40.1% | +89.7% | -49.6% | -45.0% |
| All | +384.5% | +151.5% | +233.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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