-40.9%
ETHA vs ALC
-17.2%
-23.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.7% |
| 7D | -10.2% | +2.3% | -12.6% | -10.9% |
| 30D | -17.0% | +15.5% | -32.5% | -21.3% |
| 3M | +9.6% | +0.6% | +9.0% | +9.3% |
| 6M | -11.3% | +18.4% | -29.7% | -18.4% |
| YTD | -30.9% | -5.6% | -25.3% | -29.0% |
| 1Y | -42.6% | 0.0% | -42.6% | -42.8% |
| All | -40.9% | -17.2% | -23.7% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling