+66.6%
ED vs ALC
+24.0%
+42.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | -0.1% | -0.1% | 0.0% | -0.2% |
| 3M | +3.9% | +5.9% | -2.0% | +2.5% |
| 6M | -3.0% | -15.9% | +12.9% | +0.2% |
| YTD | +10.7% | -10.1% | +20.8% | +12.5% |
| 1Y | +13.3% | -10.2% | +23.6% | +15.0% |
| 3Y | +34.5% | -13.6% | +48.0% | +35.1% |
| 5Y | +67.1% | -15.1% | +82.3% | +65.8% |
| All | +66.6% | +24.0% | +42.6% | +34.0% |
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 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