+41.3%
EWZ vs ALC
+24.0%
+17.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +6.5% | -2.1% | +8.6% | +7.4% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | +9.9% | +5.9% | +4.0% | +6.7% |
| 6M | +1.9% | -15.9% | +17.9% | +8.5% |
| YTD | +20.3% | -10.1% | +30.4% | +24.2% |
| 1Y | +35.6% | -10.2% | +45.8% | +39.4% |
| 3Y | +43.4% | -13.6% | +57.0% | +45.0% |
| 5Y | +55.9% | -15.1% | +71.1% | +56.8% |
| All | +41.3% | +24.0% | +17.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling