+132.3%
EEM vs ALM
+3,082.3%
-2,950.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | +2.0% | +3.6% | -1.6% | +1.8% |
| 30D | +5.1% | +33.8% | -28.7% | +4.0% |
| 3M | +4.6% | +14.8% | -10.2% | +3.9% |
| 6M | +17.8% | -7.0% | +24.7% | +17.3% |
| YTD | +25.8% | +108.1% | -82.2% | +23.2% |
| 1Y | +36.4% | +313.8% | -277.4% | +31.4% |
| 3Y | +90.0% | +2,227.6% | -2,137.6% | +75.3% |
| 5Y | +46.6% | +956.6% | -910.1% | +36.4% |
| 10Y | +132.3% | +3,082.3% | -2,950.0% | +112.3% |
| All | +132.3% | +3,082.3% | -2,950.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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