+56.6%
EWZ vs ALC
-8.7%
+65.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -4.2% | +7.6% | -11.8% | -5.9% |
| 30D | -26.1% | +21.1% | -47.3% | -29.6% |
| 3M | -12.0% | +8.5% | -20.5% | -14.0% |
| 6M | -19.3% | +2.8% | -22.1% | -20.3% |
| YTD | +0.9% | -2.4% | +3.3% | +0.9% |
| 1Y | +3.4% | +3.5% | -0.1% | +1.6% |
| 3Y | +18.6% | +4.2% | +14.4% | +13.7% |
| 5Y | +56.6% | -9.0% | +65.6% | +56.3% |
| All | +56.6% | -8.7% | +65.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling