+82.1%
EWT vs ALC
-15.7%
+97.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.3% |
| 7D | -1.1% | -7.7% | +6.6% | -0.5% |
| 30D | +4.8% | -11.7% | +16.5% | +5.9% |
| 3M | +11.1% | +0.7% | +10.5% | +10.4% |
| 6M | +54.6% | -17.1% | +71.7% | +61.1% |
| YTD | +71.4% | -15.1% | +86.6% | +78.1% |
| 1Y | +82.1% | -14.1% | +96.2% | +88.0% |
| All | +82.1% | -15.7% | +97.8% | +88.0% |
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 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