+55.0%
EWZ vs ALC
-16.0%
+71.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +6.5% | -2.1% | +8.6% | +7.1% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | +9.9% | +5.9% | +4.0% | +7.9% |
| 6M | +1.9% | -15.9% | +17.9% | +6.1% |
| YTD | +20.3% | -10.1% | +30.4% | +22.9% |
| 1Y | +35.6% | -10.2% | +45.8% | +38.2% |
| 3Y | +43.4% | -13.6% | +57.0% | +44.9% |
| All | +55.0% | -16.0% | +71.0% | +63.6% |
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