+105.8%
EWJ vs ALC
+17.1%
+88.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.3% |
| 7D | -1.5% | -7.7% | +6.2% | +1.0% |
| 30D | +0.2% | -11.7% | +11.8% | +4.0% |
| 3M | +8.6% | +0.7% | +7.9% | +7.8% |
| 6M | +12.1% | -17.1% | +29.2% | +18.1% |
| YTD | +20.1% | -15.1% | +35.2% | +25.4% |
| 1Y | +25.2% | -14.1% | +39.3% | +29.9% |
| 3Y | +70.8% | -18.2% | +88.9% | +77.6% |
| 5Y | +49.2% | -19.2% | +68.3% | +52.8% |
| All | +105.8% | +17.1% | +88.7% | +80.5% |
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 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