+52.7%
EWJ vs ALC
-15.6%
+68.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.3% |
| 7D | +2.9% | -3.7% | +6.5% | +4.0% |
| 30D | +1.1% | -3.7% | +4.8% | +2.1% |
| 3M | +7.1% | +4.6% | +2.6% | +5.1% |
| 6M | +16.2% | -14.6% | +30.8% | +21.3% |
| YTD | +22.0% | -11.9% | +33.9% | +25.9% |
| 1Y | +26.2% | -13.1% | +39.4% | +30.7% |
| 3Y | +73.5% | -15.0% | +88.5% | +78.5% |
| 5Y | +52.7% | -16.2% | +68.9% | +54.0% |
| All | +52.7% | -15.6% | +68.3% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling