+67.1%
EW vs ALC
+26.4%
+40.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +4.9% | -6.2% | +11.1% | +8.1% |
| 30D | +24.1% | +14.0% | +10.1% | +16.2% |
| 3M | +13.7% | -2.4% | +16.1% | +14.7% |
| 6M | +32.7% | +12.6% | +20.1% | +24.4% |
| YTD | +24.1% | -8.4% | +32.5% | +27.4% |
| 1Y | +23.6% | -9.1% | +32.8% | +27.3% |
| 3Y | +64.8% | -0.3% | +65.1% | +53.4% |
| 5Y | -8.8% | -9.9% | +1.1% | -10.5% |
| All | +67.1% | +26.4% | +40.7% | +23.2% |
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 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