+11.7%
BABA vs EME
+905.2%
-893.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -13.8% | +8.4% | -22.1% | -15.3% |
| 30D | -15.1% | -11.5% | -3.6% | -13.3% |
| 3M | -22.7% | -20.6% | -2.1% | -19.4% |
| 6M | -34.7% | -28.5% | -6.2% | -30.7% |
| YTD | -35.0% | +8.0% | -43.0% | -37.5% |
| 1Y | -40.4% | +6.8% | -47.2% | -42.6% |
| 3Y | +21.9% | +213.9% | -192.0% | -14.8% |
| 5Y | -39.9% | +414.8% | -454.7% | -64.1% |
| All | +11.7% | +905.2% | -893.4% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling