+148.1%
EWY vs ALC
-15.6%
+163.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | +8.0% | -3.7% | +11.7% | +9.3% |
| 30D | +14.3% | -3.7% | +18.1% | +15.5% |
| 3M | +2.3% | +4.6% | -2.3% | -0.3% |
| 6M | +49.9% | -14.6% | +64.5% | +57.6% |
| YTD | +95.3% | -11.9% | +107.2% | +102.7% |
| 1Y | +161.7% | -13.1% | +174.9% | +172.6% |
| 3Y | +230.2% | -15.0% | +245.2% | +239.3% |
| 5Y | +148.1% | -16.2% | +164.3% | +146.0% |
| All | +148.1% | -15.6% | +163.8% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling