+33.9%
ALNY vs EME
+575.5%
-541.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.1% |
| 7D | -6.5% | +3.5% | -10.1% | -6.9% |
| 30D | +11.0% | -6.3% | +17.4% | +11.6% |
| 3M | -14.1% | -3.8% | -10.3% | -13.2% |
| 6M | -22.4% | +8.5% | -30.9% | -23.7% |
| YTD | -37.5% | +27.8% | -65.3% | -40.8% |
| 1Y | -46.9% | +22.2% | -69.1% | -49.4% |
| 3Y | +22.1% | +253.5% | -231.4% | -12.2% |
| All | +33.9% | +575.5% | -541.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling