+57.7%
ALAB vs EWT
+56.6%
+1.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | +3.5% |
| 7D | +26.9% | +13.2% | +13.7% | +3.2% |
| 30D | -30.0% | -14.3% | -15.7% | -7.3% |
| 3M | -28.5% | -8.4% | -20.1% | -13.9% |
| 6M | +11.4% | +3.7% | +7.7% | +20.0% |
| YTD | +36.9% | +53.1% | -16.2% | -16.7% |
| All | +57.7% | +56.6% | +1.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling