+4.3%
EWZ vs ALC
+2.0%
+2.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -1.5% | +4.9% | -6.4% | -2.1% |
| 30D | -24.5% | +19.0% | -43.5% | -26.4% |
| 3M | -10.7% | +7.8% | -18.5% | -11.7% |
| 6M | -19.1% | +14.6% | -33.7% | -21.2% |
| YTD | +1.6% | -4.4% | +6.1% | +3.4% |
| 1Y | +4.3% | +1.4% | +2.9% | +5.7% |
| All | +4.3% | +2.0% | +2.3% | +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