+44.0%
EAT vs ALC
-10.2%
+54.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | +1.9% | -0.1% | +2.0% | +1.5% |
| 3M | +68.7% | +5.9% | +62.8% | +66.3% |
| 6M | +66.9% | -15.9% | +82.8% | +70.3% |
| YTD | +60.4% | -10.1% | +70.5% | +63.1% |
| 1Y | +44.0% | -10.2% | +54.2% | +44.0% |
| All | +44.0% | -10.2% | +54.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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