+103.2%
EEM vs ALLY
+98.1%
+5.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -11.9% | +3.1% | -15.0% | -12.7% |
| 3M | -8.8% | -12.6% | +3.8% | -5.6% |
| 6M | -11.6% | -12.4% | +0.8% | -8.8% |
| YTD | +9.0% | -13.2% | +22.2% | +12.4% |
| 1Y | +10.6% | +1.8% | +8.7% | +9.1% |
| 3Y | +64.4% | +58.0% | +6.4% | +39.6% |
| 5Y | +31.0% | -8.4% | +39.5% | +25.2% |
| 10Y | +105.6% | +195.3% | -89.7% | +26.9% |
| All | +103.2% | +98.1% | +5.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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