+166.4%
ET vs ALC
+21.6%
+144.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +6.9% | -3.7% | +10.6% | +8.1% |
| 3M | +13.1% | +4.6% | +8.5% | +11.0% |
| 6M | +18.7% | -14.6% | +33.3% | +24.1% |
| YTD | +37.4% | -11.9% | +49.3% | +41.7% |
| 1Y | +34.8% | -13.1% | +48.0% | +39.1% |
| 3Y | +96.8% | -15.0% | +111.8% | +99.7% |
| 5Y | +238.2% | -16.2% | +254.4% | +237.5% |
| All | +166.4% | +21.6% | +144.8% | +126.0% |
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