+26.4%
EWJ vs ALC
-14.0%
+40.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.0% | -5.3% | +6.3% | +1.7% |
| 30D | +1.0% | -7.1% | +8.1% | +1.9% |
| 3M | +7.2% | +0.8% | +6.5% | +6.7% |
| 6M | +13.9% | -16.0% | +29.9% | +19.2% |
| YTD | +20.8% | -12.7% | +33.5% | +25.4% |
| 1Y | +26.4% | -12.8% | +39.2% | +30.8% |
| All | +26.4% | -14.0% | +40.3% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling