+168.2%
EWY vs ALC
+27.5%
+140.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.0% |
| 7D | -2.8% | -6.3% | +3.4% | -0.4% |
| 30D | -13.1% | +12.6% | -25.7% | -17.6% |
| 3M | -11.6% | -3.8% | -7.8% | -11.0% |
| 6M | -23.4% | +16.8% | -40.2% | -29.9% |
| YTD | +52.0% | -7.6% | +59.6% | +54.0% |
| 1Y | +58.6% | -5.9% | +64.5% | +59.1% |
| 3Y | +163.3% | +0.6% | +162.7% | +147.6% |
| 5Y | +108.7% | -9.5% | +118.1% | +103.2% |
| All | +168.2% | +27.5% | +140.7% | +104.1% |
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 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