+18.6%
EWZ vs ALC
+34.7%
-16.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -4.2% | +7.6% | -11.8% | -7.0% |
| 30D | -26.1% | +21.1% | -47.3% | -31.7% |
| 3M | -12.0% | +8.5% | -20.5% | -15.3% |
| 6M | -19.3% | +2.8% | -22.1% | -21.2% |
| YTD | +0.9% | -2.4% | +3.3% | +0.5% |
| 1Y | +3.4% | +3.5% | -0.1% | +0.1% |
| 3Y | +18.6% | +4.2% | +14.4% | +9.7% |
| 5Y | +56.6% | -9.0% | +65.6% | +53.3% |
| All | +18.6% | +34.7% | -16.1% | -16.8% |
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