+65.5%
EFA vs ALC
+4.3%
+61.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.2% |
| 7D | +1.2% | +2.3% | -1.1% | +0.6% |
| 30D | +0.9% | +15.5% | -14.6% | -2.9% |
| 3M | -3.4% | +0.6% | -4.0% | -3.7% |
| 6M | +2.0% | +18.4% | -16.4% | -3.2% |
| YTD | +10.4% | -5.6% | +16.0% | +11.7% |
| 1Y | +13.3% | 0.0% | +13.2% | +12.3% |
| All | +65.5% | +4.3% | +61.2% | +62.9% |
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