+194.4%
ETR vs ALC
+20.4%
+174.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +0.4% | -5.3% | +5.7% | +2.0% |
| 30D | +2.0% | -7.1% | +9.1% | +4.2% |
| 3M | -1.7% | +0.8% | -2.5% | -2.3% |
| 6M | +3.6% | -16.0% | +19.6% | +8.5% |
| YTD | +18.0% | -12.7% | +30.8% | +21.9% |
| 1Y | +26.2% | -12.8% | +39.1% | +30.1% |
| 3Y | +148.0% | -15.8% | +163.8% | +152.2% |
| 5Y | +126.1% | -16.7% | +142.7% | +125.4% |
| All | +194.4% | +20.4% | +174.0% | +129.3% |
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