+55.2%
EWY vs ALC
-6.0%
+61.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.3% |
| 7D | +4.2% | -1.1% | +5.3% | +4.1% |
| 30D | -10.7% | +16.0% | -26.7% | -9.1% |
| 3M | -20.1% | +0.8% | -20.9% | -19.1% |
| 6M | -24.3% | +16.8% | -41.1% | -24.8% |
| YTD | +46.9% | -5.5% | +52.4% | +63.0% |
| 1Y | +55.2% | -5.3% | +60.4% | +71.9% |
| All | +55.2% | -6.0% | +61.2% | +71.9% |
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 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