+231.6%
EWY vs ALC
+17.1%
+214.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.4% | -3.1% |
| 7D | +1.2% | -7.7% | +8.9% | +4.5% |
| 30D | +9.3% | -11.7% | +21.0% | +14.7% |
| 3M | +2.4% | +0.7% | +1.8% | +0.9% |
| 6M | +40.3% | -17.1% | +57.4% | +49.8% |
| YTD | +88.0% | -15.1% | +103.1% | +98.5% |
| 1Y | +143.8% | -14.1% | +157.9% | +155.2% |
| 3Y | +217.8% | -18.2% | +235.9% | +231.2% |
| 5Y | +142.7% | -19.2% | +161.9% | +149.4% |
| All | +231.6% | +17.1% | +214.5% | +162.9% |
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