-62.0%
ALNY vs EME
-3.1%
-58.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.4% | -1.7% |
| 7D | -30.7% | -5.8% | -24.9% | -31.5% |
| 30D | -26.7% | -17.9% | -8.8% | -30.2% |
| 3M | -26.4% | -22.0% | -4.5% | -30.8% |
| 6M | -45.9% | -29.7% | -16.2% | -42.3% |
| YTD | -59.5% | +4.7% | -64.2% | -59.1% |
| 1Y | -62.0% | -2.1% | -59.8% | -61.1% |
| All | -62.0% | -3.1% | -58.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling