+44.6%
EEM vs ALK
-25.3%
+69.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +4.5% | -19.2% | +23.8% | +9.1% |
| 3M | -0.1% | -1.5% | +1.5% | -0.3% |
| 6M | +16.9% | -13.1% | +30.0% | +18.6% |
| YTD | +26.2% | -16.4% | +42.6% | +28.5% |
| 1Y | +40.5% | -33.1% | +73.6% | +48.9% |
| 3Y | +86.2% | +0.6% | +85.6% | +72.6% |
| All | +44.6% | -25.3% | +69.9% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling