+37.0%
EW vs ALC
+21.6%
+15.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.6% |
| 7D | -4.4% | -3.7% | -0.8% | -2.7% |
| 30D | -3.3% | -3.7% | +0.4% | -1.6% |
| 3M | +1.0% | +4.6% | -3.5% | -1.4% |
| 6M | +6.2% | -14.6% | +20.8% | +13.6% |
| YTD | +1.7% | -11.9% | +13.6% | +6.7% |
| 1Y | +8.1% | -13.1% | +21.3% | +13.8% |
| 3Y | +17.1% | -15.0% | +32.1% | +19.8% |
| 5Y | -29.4% | -16.2% | -13.2% | -27.9% |
| All | +37.0% | +21.6% | +15.4% | +3.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling