+109.7%
EWJ vs ALC
+24.0%
+85.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | +5.0% | +5.9% | -0.9% | +2.6% |
| 6M | +11.5% | -15.9% | +27.5% | +17.1% |
| YTD | +22.4% | -10.1% | +32.5% | +25.5% |
| 1Y | +30.2% | -10.2% | +40.4% | +33.3% |
| 3Y | +72.8% | -13.6% | +86.4% | +76.7% |
| 5Y | +54.1% | -15.1% | +69.3% | +55.6% |
| All | +109.7% | +24.0% | +85.7% | +80.7% |
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