+125.6%
EEM vs ALK
-38.6%
+164.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.9% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +4.9% | -18.5% | +23.3% | +9.4% |
| 3M | +5.2% | -3.6% | +8.8% | +5.4% |
| 6M | +20.7% | -3.7% | +24.4% | +20.2% |
| YTD | +26.5% | -19.0% | +45.5% | +30.0% |
| 1Y | +37.8% | -36.0% | +73.9% | +48.2% |
| 3Y | +91.0% | +2.3% | +88.6% | +77.5% |
| 5Y | +47.0% | -27.8% | +74.8% | +44.7% |
| 10Y | +125.6% | -39.0% | +164.5% | +101.4% |
| All | +125.6% | -38.6% | +164.2% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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