+46.6%
EEM vs ALC
-17.4%
+64.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.0% | -5.3% | +7.3% | +3.5% |
| 30D | +5.1% | -7.1% | +12.1% | +7.1% |
| 3M | +4.6% | +0.8% | +3.8% | +3.8% |
| 6M | +17.8% | -16.0% | +33.8% | +23.2% |
| YTD | +25.8% | -12.7% | +38.6% | +29.9% |
| 1Y | +36.4% | -12.8% | +49.2% | +40.6% |
| 3Y | +90.0% | -15.8% | +105.8% | +94.2% |
| 5Y | +46.6% | -16.7% | +63.2% | +44.2% |
| All | +46.6% | -17.4% | +64.0% | +44.2% |
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