+166.3%
ET vs ALC
+24.0%
+142.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | +7.5% | -0.1% | +7.6% | +7.4% |
| 3M | +11.4% | +5.9% | +5.5% | +8.9% |
| 6M | +18.5% | -15.9% | +34.5% | +24.7% |
| YTD | +37.4% | -10.1% | +47.5% | +40.7% |
| 1Y | +30.9% | -10.2% | +41.2% | +33.6% |
| 3Y | +98.7% | -13.6% | +112.3% | +100.6% |
| 5Y | +230.7% | -15.1% | +245.8% | +229.1% |
| All | +166.3% | +24.0% | +142.2% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling