+172.0%
ET vs ALK
-39.7%
+211.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.9% | +12.9% | -14.8% | -4.8% |
| 30D | -3.1% | +5.5% | -8.6% | -4.8% |
| 3M | -3.9% | -12.1% | +8.2% | -1.8% |
| 6M | +4.0% | +1.7% | +2.3% | +0.9% |
| YTD | +26.4% | -17.4% | +43.8% | +27.1% |
| 1Y | +24.9% | -1.9% | +26.8% | +19.1% |
| 3Y | +85.2% | +21.2% | +63.9% | +55.3% |
| 5Y | +218.3% | -27.8% | +246.1% | +204.8% |
| 10Y | +172.0% | -41.0% | +213.0% | +137.3% |
| All | +172.0% | -39.7% | +211.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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