+52.2%
EW vs ALC
+2.3%
+50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +11.0% | +4.9% | +6.1% | +9.5% |
| 30D | +19.1% | +19.0% | +0.1% | +13.7% |
| 3M | +14.4% | +7.8% | +6.6% | +11.9% |
| 6M | +22.8% | +14.6% | +8.2% | +18.2% |
| YTD | +19.8% | -4.4% | +24.3% | +20.0% |
| 1Y | +23.9% | +1.4% | +22.5% | +22.2% |
| 3Y | +52.2% | +2.5% | +49.7% | +49.1% |
| All | +52.2% | +2.3% | +50.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling