+45.0%
ED vs ALC
+2.3%
+42.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | +1.6% | +4.9% | -3.2% | +1.1% |
| 30D | +13.3% | +19.0% | -5.6% | +11.2% |
| 3M | +9.7% | +7.8% | +1.9% | +8.7% |
| 6M | +12.8% | +14.6% | -1.8% | +11.0% |
| YTD | +22.3% | -4.4% | +26.8% | +22.1% |
| 1Y | +26.3% | +1.4% | +24.9% | +25.2% |
| 3Y | +45.0% | +2.5% | +42.5% | +41.5% |
| All | +45.0% | +2.3% | +42.8% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling