+35.8%
EQT vs ALC
-18.5%
+54.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.1% |
| 7D | -1.2% | -7.7% | +6.5% | +0.3% |
| 30D | +1.1% | -11.7% | +12.8% | +3.4% |
| 3M | +4.8% | +0.7% | +4.1% | +4.5% |
| 6M | -10.6% | -17.1% | +6.5% | -7.6% |
| YTD | +3.4% | -15.1% | +18.6% | +6.2% |
| 1Y | +8.7% | -14.1% | +22.8% | +11.2% |
| All | +35.8% | -18.5% | +54.3% | +52.6% |
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 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