+42.1%
EAT vs ALC
-12.7%
+54.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.1% |
| 7D | -4.9% | -3.7% | -1.2% | -4.4% |
| 30D | -1.2% | -3.7% | +2.5% | -0.9% |
| 3M | +52.2% | +4.6% | +47.7% | +50.4% |
| 6M | +65.0% | -14.6% | +79.6% | +68.3% |
| YTD | +55.0% | -11.9% | +66.9% | +58.2% |
| 1Y | +42.1% | -13.1% | +55.2% | +42.5% |
| All | +42.1% | -12.7% | +54.8% | +42.5% |
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