+65.6%
EWJ vs ALC
+4.4%
+61.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | -4.3% | +16.0% | -20.3% | -7.8% |
| 3M | -6.8% | +0.8% | -7.6% | -7.1% |
| 6M | -0.9% | +16.8% | -17.7% | -5.6% |
| YTD | +14.3% | -5.5% | +19.8% | +15.8% |
| 1Y | +15.3% | -5.3% | +20.6% | +16.7% |
| 3Y | +65.6% | +4.1% | +61.5% | +63.6% |
| All | +65.6% | +4.4% | +61.2% | +63.6% |
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