+19.0%
EWZ vs ALC
+2.3%
+16.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -1.5% | +4.9% | -6.4% | -2.4% |
| 30D | -24.5% | +19.0% | -43.5% | -27.1% |
| 3M | -10.7% | +7.8% | -18.5% | -12.2% |
| 6M | -19.1% | +14.6% | -33.7% | -21.7% |
| YTD | +1.6% | -4.4% | +6.1% | +2.2% |
| 1Y | +4.3% | +1.4% | +2.9% | +3.3% |
| 3Y | +19.0% | +2.5% | +16.5% | +15.2% |
| All | +19.0% | +2.3% | +16.7% | +15.2% |
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