+83.2%
EEM vs ALC
+24.0%
+59.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.6% |
| 7D | +2.3% | -2.1% | +4.4% | +3.0% |
| 30D | +4.5% | -0.1% | +4.6% | +4.4% |
| 3M | -0.1% | +5.9% | -5.9% | -2.7% |
| 6M | +16.9% | -15.9% | +32.9% | +23.3% |
| YTD | +26.2% | -10.1% | +36.3% | +29.6% |
| 1Y | +40.5% | -10.2% | +50.7% | +43.9% |
| 3Y | +86.2% | -13.6% | +99.7% | +88.9% |
| 5Y | +45.5% | -15.1% | +60.6% | +45.8% |
| All | +83.2% | +24.0% | +59.2% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling