+23.9%
BABA vs EME
+1,356.3%
-1,332.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +11.6% | -10.5% | +22.1% | +14.0% |
| 30D | +2.3% | -22.4% | +24.7% | +8.0% |
| 3M | -13.7% | -24.7% | +11.0% | -8.6% |
| 6M | -21.9% | -35.5% | +13.6% | -14.7% |
| YTD | -24.6% | -0.3% | -24.3% | -26.4% |
| 1Y | -34.1% | -6.7% | -27.4% | -34.6% |
| 3Y | +36.3% | +190.6% | -154.4% | -5.4% |
| 5Y | -26.7% | +367.3% | -394.0% | -56.7% |
| 10Y | +19.2% | +954.5% | -935.3% | -49.8% |
| All | +23.9% | +1,356.3% | -1,332.4% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling