+16.7%
BABA vs EME
+1,278.1%
-1,261.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | -0.2% | +5.2% | -5.3% | -1.3% |
| 30D | -12.3% | -5.4% | -6.9% | -11.4% |
| 3M | -5.3% | -6.1% | +0.8% | -4.8% |
| 6M | -13.1% | +9.7% | -22.7% | -15.8% |
| YTD | -22.4% | +26.6% | -49.0% | -27.4% |
| 1Y | -19.5% | +24.6% | -44.1% | -24.8% |
| 3Y | +32.9% | +249.6% | -216.6% | -7.9% |
| 5Y | -29.9% | +556.6% | -586.4% | -59.9% |
| 10Y | +16.7% | +1,286.6% | -1,269.9% | -47.7% |
| All | +16.7% | +1,278.1% | -1,261.3% | -47.7% |
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