+4.1%
EWZ vs ALC
+2.0%
+2.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.4% | +2.1% | -0.7% | +1.1% |
| 30D | -25.1% | +17.2% | -42.3% | -26.8% |
| 3M | -7.7% | +4.6% | -12.4% | -8.3% |
| 6M | -15.8% | +20.1% | -36.0% | -19.0% |
| YTD | +3.6% | -4.2% | +7.8% | +5.3% |
| All | +4.1% | +2.0% | +2.1% | +5.7% |
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