+61.5%
EEM vs ALC
+30.3%
+31.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.3% |
| 7D | -0.9% | +2.3% | -3.2% | -1.7% |
| 30D | -9.3% | +15.5% | -24.8% | -13.9% |
| 3M | -7.1% | +0.6% | -7.6% | -7.6% |
| 6M | -10.4% | +18.4% | -28.8% | -16.5% |
| YTD | +11.3% | -5.6% | +16.9% | +12.0% |
| 1Y | +11.3% | 0.0% | +11.2% | +9.3% |
| 3Y | +69.6% | +2.8% | +66.8% | +60.1% |
| 5Y | +33.6% | -8.8% | +42.4% | +30.3% |
| All | +61.5% | +30.3% | +31.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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