+55.2%
EWT vs ALC
+4.2%
+51.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.0% |
| 7D | -10.9% | +10.7% | -21.6% | -10.6% |
| 30D | -17.7% | +20.2% | -37.9% | -17.6% |
| 3M | -5.0% | +8.9% | -13.9% | -4.5% |
| 6M | +7.4% | +5.7% | +1.7% | +9.0% |
| YTD | +52.8% | -1.4% | +54.2% | +59.3% |
| 1Y | +55.2% | +4.7% | +50.5% | +60.1% |
| All | +55.2% | +4.2% | +51.0% | +60.1% |
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