-29.3%
ETHA vs ALC
-25.6%
-3.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.9% |
| 7D | -2.4% | -7.7% | +5.3% | +0.6% |
| 30D | +30.9% | -11.7% | +42.6% | +37.1% |
| 3M | +51.1% | +0.7% | +50.5% | +49.2% |
| 6M | +20.5% | -17.1% | +37.6% | +30.4% |
| YTD | -17.3% | -15.1% | -2.1% | -11.5% |
| 1Y | -43.2% | -14.1% | -29.1% | -39.8% |
| All | -29.3% | -25.6% | -3.6% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling