+11.4%
ALAB vs EWT
+3.9%
+7.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | -3.8% |
| 7D | +3.4% | +3.2% | +0.2% | -1.1% |
| 30D | -28.8% | -12.3% | -16.4% | -6.4% |
| 3M | -26.0% | -3.6% | -22.4% | -17.2% |
| 6M | +11.4% | +3.1% | +8.2% | +23.9% |
| All | +11.4% | +3.9% | +7.4% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling