+125.2%
ETR vs ALC
-15.6%
+140.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.6% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | +1.9% | -3.7% | +5.6% | +2.6% |
| 3M | +1.0% | +4.6% | -3.6% | -0.2% |
| 6M | +4.8% | -14.6% | +19.4% | +7.8% |
| YTD | +19.5% | -11.9% | +31.4% | +22.0% |
| 1Y | +28.1% | -13.1% | +41.2% | +30.9% |
| 3Y | +151.1% | -15.0% | +166.1% | +153.9% |
| 5Y | +125.2% | -16.2% | +141.3% | +113.3% |
| All | +125.2% | -15.6% | +140.8% | +113.3% |
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 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