+324.3%
EWT vs ALC
+30.4%
+293.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.9% |
| 7D | +9.1% | -1.1% | +10.2% | +9.4% |
| 30D | -12.2% | +16.0% | -28.3% | -16.8% |
| 3M | -9.4% | +0.8% | -10.2% | -10.1% |
| 6M | +2.7% | +16.8% | -14.2% | -3.9% |
| YTD | +53.3% | -5.5% | +58.8% | +54.1% |
| 1Y | +59.2% | -5.3% | +64.4% | +59.7% |
| 3Y | +157.1% | +4.1% | +153.0% | +144.6% |
| 5Y | +119.6% | -7.1% | +126.7% | +114.2% |
| All | +324.3% | +30.4% | +293.9% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling