+1,296.6%
ET vs ALK
+444.7%
+851.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -7.9% | +9.0% | -16.9% | -9.7% |
| 30D | -5.9% | -1.6% | -4.3% | -6.0% |
| 3M | -5.2% | -23.2% | +17.9% | -0.9% |
| 6M | +0.3% | -3.9% | +4.2% | -1.0% |
| YTD | +23.1% | -22.6% | +45.7% | +25.2% |
| 1Y | +22.7% | -5.3% | +28.1% | +19.0% |
| 3Y | +75.4% | +18.6% | +56.8% | +55.4% |
| 5Y | +202.6% | -34.4% | +237.0% | +199.7% |
| 10Y | +213.0% | -40.8% | +253.8% | +196.4% |
| All | +1,296.6% | +444.7% | +851.9% | +764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling