-42.8%
ETHA vs ALC
-14.7%
-28.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | +3.5% | -6.3% | +9.8% | +5.0% |
| 30D | +35.3% | -10.3% | +45.6% | +38.6% |
| 3M | +50.9% | -0.7% | +51.6% | +49.5% |
| 6M | +22.1% | -17.8% | +40.0% | +31.6% |
| YTD | -14.6% | -15.8% | +1.2% | -8.5% |
| 1Y | -42.8% | -16.7% | -26.1% | -36.2% |
| All | -42.8% | -14.7% | -28.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling