+249.6%
ALAB vs EWT
+115.3%
+134.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.2% | +6.5% | +1.9% |
| 7D | -5.6% | -5.0% | -0.6% | +4.1% |
| 30D | -36.6% | -16.3% | -20.3% | -13.1% |
| 3M | -35.1% | -7.2% | -27.9% | -23.6% |
| 6M | +8.5% | -0.5% | +9.0% | +20.3% |
| YTD | +30.4% | +50.6% | -20.2% | -24.0% |
| 1Y | +31.0% | +54.8% | -23.8% | -26.4% |
| All | +249.6% | +115.3% | +134.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling