+34.1%
EEM vs ALC
-10.7%
+44.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -0.1% | +2.1% | -2.2% | -0.7% |
| 30D | -8.6% | +17.2% | -25.8% | -12.5% |
| 3M | -7.0% | +4.6% | -11.7% | -8.4% |
| 6M | -9.7% | +20.1% | -29.8% | -15.0% |
| YTD | +12.1% | -4.2% | +16.3% | +12.8% |
| 1Y | +14.1% | +2.1% | +12.0% | +12.2% |
| 3Y | +72.1% | +4.5% | +67.7% | +63.5% |
| 5Y | +34.1% | -12.3% | +46.4% | +31.7% |
| All | +34.1% | -10.7% | +44.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling