+81.2%
EQX vs ALC
-19.4%
+100.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.3% | -3.8% |
| 7D | -7.0% | -7.7% | +0.7% | -3.5% |
| 30D | +4.8% | -11.7% | +16.5% | +11.1% |
| 3M | +25.6% | +0.7% | +25.0% | +24.6% |
| 6M | -25.8% | -17.1% | -8.8% | -19.5% |
| YTD | -12.7% | -15.1% | +2.4% | -6.5% |
| 1Y | +14.1% | -14.1% | +28.2% | +21.0% |
| 3Y | +165.7% | -18.2% | +183.9% | +178.3% |
| 5Y | +81.2% | -19.2% | +100.4% | +66.1% |
| All | +81.2% | -19.4% | +100.6% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling