-29.2%
ETHA vs ALC
-23.5%
-5.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +2.9% | -5.3% | +8.2% | +5.1% |
| 30D | +31.4% | -7.1% | +38.5% | +35.0% |
| 3M | +48.9% | +0.8% | +48.1% | +47.2% |
| 6M | +20.9% | -16.0% | +36.9% | +30.4% |
| YTD | -17.2% | -12.7% | -4.4% | -12.3% |
| 1Y | -42.8% | -12.8% | -30.0% | -39.5% |
| All | -29.2% | -23.5% | -5.7% | -30.4% |
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