+194.7%
ETR vs ALC
+24.0%
+170.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | -1.3% | +5.9% | -7.1% | -3.3% |
| 6M | +1.9% | -15.9% | +17.8% | +6.8% |
| YTD | +18.2% | -10.1% | +28.3% | +21.0% |
| 1Y | +24.7% | -10.2% | +34.9% | +27.4% |
| 3Y | +150.7% | -13.6% | +164.2% | +152.9% |
| 5Y | +127.0% | -15.1% | +142.2% | +125.6% |
| All | +194.7% | +24.0% | +170.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling