+95.2%
EWJ vs ALC
+26.4%
+68.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +3.6% | -6.2% | +9.8% | +5.6% |
| 30D | -6.0% | +14.0% | -20.0% | -9.9% |
| 3M | -6.5% | -2.4% | -4.1% | -6.1% |
| 6M | -0.1% | +12.6% | -12.7% | -4.6% |
| YTD | +13.9% | -8.4% | +22.3% | +15.8% |
| 1Y | +13.1% | -9.1% | +22.3% | +15.2% |
| 3Y | +65.0% | -0.3% | +65.3% | +60.5% |
| 5Y | +47.0% | -9.9% | +56.9% | +45.3% |
| All | +95.2% | +26.4% | +68.8% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling