+365.7%
ALAB vs EWT
+151.0%
+214.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.0% |
| 7D | +3.2% | +1.6% | +1.6% | +0.9% |
| 30D | -13.6% | +8.2% | -21.8% | -23.6% |
| 3M | -16.6% | +11.1% | -27.7% | -25.4% |
| 6M | +142.3% | +60.4% | +81.9% | +23.9% |
| YTD | +73.6% | +75.6% | -1.9% | -24.0% |
| 1Y | +33.7% | +91.3% | -57.7% | -48.2% |
| All | +365.7% | +151.0% | +214.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling