+18.6%
EWZ vs ALC
+26.4%
-7.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | +0.1% | -6.2% | +6.2% | +2.6% |
| 30D | -25.9% | +14.0% | -39.9% | -29.9% |
| 3M | -6.1% | -2.4% | -3.8% | -5.6% |
| 6M | -16.1% | +12.6% | -28.7% | -20.9% |
| YTD | +1.0% | -8.4% | +9.4% | +3.1% |
| 1Y | 0.0% | -9.1% | +9.1% | +2.1% |
| 3Y | +16.8% | -0.3% | +17.1% | +9.6% |
| 5Y | +52.1% | -9.9% | +62.0% | +47.8% |
| All | +18.6% | +26.4% | -7.7% | -14.6% |
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