{"schemaVersion":1,"ticker":"ALAI","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/alai/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, ALAI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/alai/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ALAI","b":"VOO","window":{"from":"2024-04-12","to":"2026-10-23","firstReturn":"2024-04-19","weeklyReturns":132,"years":2.53,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04279226,"perWeek":0.0008229281,"days":633,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.16103748,"b":0.53416891,"edge":"ALAI","lead":"ALAI"},"annualised":{"a":0.35467982,"b":0.18364854,"edge":"ALAI","lead":"ALAI"},"price":{"a":1.11480666,"b":0.48770151,"edge":"ALAI","lead":"ALAI"},"volatility":{"a":0.27429026,"b":0.1456084,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.17419561,"b":0.09511284,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.29363167,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.29892233,"b":0.13663167,"edge":"ALAI","lead":"ALAI"},"sharpe":{"a":1.08980294,"b":0.93835015,"edge":"ALAI","lead":"ALAI"},"sortino":{"a":1.71601528,"b":1.43652171,"edge":"ALAI","lead":"ALAI"},"calmar":{"a":1.20790726,"b":1.10067589,"edge":"ALAI (slight)","lead":"ALAI"}},"relative":{"ALAI":{"on":"VOO","beta":1.65844388,"r2":0.77509274,"alpha":0.07232638,"alphaT":0.87504868,"alphaLow":-0.09119491,"alphaHigh":0.23584767,"upsideCapture":2.53416621,"downsideCapture":1.37418903,"treynor":0.18024266,"trackingError":0.16159498,"informationRatio":1.00430508,"upWeeks":77,"downWeeks":55,"treynorReference":0.13663167,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ALAI","lead":"ALAI"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"ALAI","lead":"ALAI"},"informationRatio":{"edge":null,"lead":"ALAI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ALAI":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":132,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.16103748}},"VOO":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":132,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.53416891}}}}