+25.7%
ET vs ALC
-11.3%
+37.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +3.0% | -6.2% | +9.2% | +2.7% |
| 30D | -3.5% | +14.0% | -17.5% | -3.4% |
| 3M | -5.6% | -2.4% | -3.2% | -5.2% |
| 6M | +0.5% | +12.6% | -12.1% | +0.7% |
| YTD | +26.3% | -8.4% | +34.8% | +26.0% |
| 1Y | +25.7% | -9.1% | +34.8% | +25.1% |
| All | +25.7% | -11.3% | +37.0% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling