+24.9%
ET vs ALK
-5.3%
+30.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.7% |
| 7D | -1.9% | +12.9% | -14.8% | -0.6% |
| 30D | -3.1% | +5.5% | -8.6% | -2.2% |
| 3M | -3.9% | -12.1% | +8.2% | -4.5% |
| 6M | +4.0% | +1.7% | +2.3% | +5.0% |
| YTD | +26.4% | -17.4% | +43.8% | +27.6% |
| 1Y | +24.9% | -1.9% | +26.8% | +25.7% |
| All | +24.9% | -5.3% | +30.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling