+455.9%
EAT vs ALC
+24.0%
+431.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +2.0% |
| 7D | 0.0% | -2.1% | +2.1% | +1.3% |
| 30D | +1.9% | -0.1% | +2.0% | +1.4% |
| 3M | +68.7% | +5.9% | +62.8% | +61.1% |
| 6M | +66.9% | -15.9% | +82.8% | +84.0% |
| YTD | +60.4% | -10.1% | +70.5% | +67.7% |
| 1Y | +44.0% | -10.2% | +54.2% | +49.5% |
| 3Y | +604.7% | -13.6% | +618.2% | +605.3% |
| 5Y | +347.0% | -15.1% | +362.2% | +339.8% |
| All | +455.9% | +24.0% | +431.9% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling