+69.6%
EEM vs ALM
+830.0%
-760.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.2% |
| 7D | -0.9% | -6.3% | +5.5% | -0.4% |
| 30D | -9.3% | -31.4% | +22.1% | -7.0% |
| 3M | -7.1% | -40.6% | +33.5% | -4.0% |
| 6M | -10.4% | -58.6% | +48.3% | -6.0% |
| YTD | +11.3% | -7.6% | +18.9% | +13.6% |
| 1Y | +11.3% | +13.8% | -2.6% | +12.8% |
| 3Y | +69.6% | +842.1% | -772.5% | +65.0% |
| All | +69.6% | +830.0% | -760.4% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling