+123.6%
EEM vs ALM
+2,084.7%
-1,961.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | -7.2% | +7.8% | +1.0% |
| 30D | -6.2% | -26.4% | +20.1% | -5.2% |
| 3M | -5.2% | -38.6% | +33.4% | -3.7% |
| 6M | -8.1% | -61.0% | +52.9% | -5.7% |
| YTD | +14.0% | -7.4% | +21.4% | +14.6% |
| 1Y | +13.8% | +14.0% | -0.1% | +13.9% |
| 3Y | +73.7% | +844.4% | -770.7% | +65.1% |
| 5Y | +34.6% | +410.8% | -376.2% | +28.4% |
| 10Y | +123.6% | +2,084.7% | -1,961.2% | +109.8% |
| All | +123.6% | +2,084.7% | -1,961.2% | +109.8% |
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