+242.7%
EWY vs ALC
+24.0%
+218.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.5% |
| 7D | +4.8% | -2.1% | +6.9% | +5.7% |
| 30D | +11.7% | -0.1% | +11.8% | +11.4% |
| 3M | -7.4% | +5.9% | -13.3% | -10.7% |
| 6M | +40.6% | -15.9% | +56.5% | +49.7% |
| YTD | +94.3% | -10.1% | +104.4% | +100.3% |
| 1Y | +164.3% | -10.2% | +174.5% | +171.7% |
| 3Y | +221.0% | -13.6% | +234.5% | +227.2% |
| 5Y | +139.1% | -15.1% | +154.3% | +141.2% |
| All | +242.7% | +24.0% | +218.6% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling