+398.8%
EAT vs ALC
+31.8%
+367.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.5% |
| 7D | -2.6% | +4.9% | -7.5% | -5.6% |
| 30D | +11.5% | +19.0% | -7.5% | -0.6% |
| 3M | -9.1% | +7.8% | -16.9% | -14.1% |
| 6M | +40.4% | +14.6% | +25.8% | +26.7% |
| YTD | +43.9% | -4.4% | +48.4% | +44.2% |
| 1Y | +101.9% | +1.4% | +100.5% | +93.3% |
| 3Y | +489.9% | +2.5% | +487.4% | +415.9% |
| 5Y | +362.6% | -10.9% | +373.5% | +344.5% |
| All | +398.8% | +31.8% | +367.0% | +185.3% |
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