+28.2%
BABA vs EME
+1,704.0%
-1,675.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.9% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | -11.9% | -8.3% | -3.6% | -10.3% |
| 3M | -9.3% | -10.7% | +1.5% | -7.6% |
| 6M | -14.2% | +1.9% | -16.1% | -15.8% |
| YTD | -22.0% | +23.5% | -45.5% | -27.1% |
| 1Y | -12.7% | +18.0% | -30.7% | -18.0% |
| 3Y | +26.7% | +236.1% | -209.5% | -14.2% |
| 5Y | -29.3% | +527.9% | -557.2% | -61.0% |
| 10Y | +21.2% | +1,252.8% | -1,231.5% | -51.9% |
| All | +28.2% | +1,704.0% | -1,675.9% | -54.7% |
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 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