+201.0%
ET vs ALC
-11.2%
+212.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -7.9% | +4.9% | -12.8% | -8.9% |
| 30D | -5.9% | +19.0% | -24.9% | -9.6% |
| 3M | -5.2% | +7.8% | -13.0% | -7.0% |
| 6M | +0.3% | +14.6% | -14.3% | -3.2% |
| YTD | +23.1% | -4.4% | +27.5% | +23.4% |
| 1Y | +22.7% | +1.4% | +21.3% | +20.9% |
| 3Y | +75.4% | +2.5% | +72.9% | +68.8% |
| All | +201.0% | -11.2% | +212.2% | +191.2% |
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 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