+185.5%
EQT vs ALC
+17.1%
+168.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.5% |
| 7D | -1.2% | -7.7% | +6.5% | +1.3% |
| 30D | +1.1% | -11.7% | +12.8% | +5.0% |
| 3M | +4.8% | +0.7% | +4.1% | +4.2% |
| 6M | -10.6% | -17.1% | +6.5% | -5.9% |
| YTD | +3.4% | -15.1% | +18.6% | +7.9% |
| 1Y | +8.7% | -14.1% | +22.8% | +12.6% |
| 3Y | +35.0% | -18.2% | +53.1% | +38.8% |
| 5Y | +204.2% | -19.2% | +223.4% | +206.0% |
| All | +185.5% | +17.1% | +168.4% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling