+18.1%
EWZ vs ALC
+4.5%
+13.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -4.2% | +7.6% | -11.8% | -5.5% |
| 30D | -26.1% | +21.1% | -47.3% | -28.9% |
| 3M | -12.0% | +8.5% | -20.5% | -13.6% |
| 6M | -19.3% | +2.8% | -22.1% | -20.0% |
| YTD | +0.9% | -2.4% | +3.3% | +1.1% |
| 1Y | +3.4% | +3.5% | -0.1% | +2.0% |
| All | +18.1% | +4.5% | +13.7% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling