+106.5%
EFA vs ALC
+24.0%
+82.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | +0.6% | -2.1% | +2.7% | +1.4% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | +4.9% | +5.9% | -1.0% | +2.1% |
| 6M | +8.6% | -15.9% | +24.5% | +15.2% |
| YTD | +14.6% | -10.1% | +24.7% | +18.2% |
| 1Y | +22.6% | -10.2% | +32.8% | +26.1% |
| 3Y | +66.5% | -13.6% | +80.1% | +70.1% |
| 5Y | +54.5% | -15.1% | +69.7% | +55.8% |
| All | +106.5% | +24.0% | +82.5% | +68.6% |
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