+132.4%
EEM vs ALM
+7,705.7%
-7,573.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +2.3% | -2.6% | +4.9% | +2.3% |
| 30D | +4.5% | +32.0% | -27.5% | +4.4% |
| 3M | -0.1% | -15.0% | +15.0% | 0.0% |
| 6M | +16.9% | -10.1% | +27.1% | +16.9% |
| YTD | +26.2% | +99.4% | -73.2% | +25.9% |
| 1Y | +40.5% | +316.4% | -275.8% | +39.8% |
| 3Y | +86.2% | +2,022.0% | -1,935.8% | +84.2% |
| 5Y | +45.5% | +941.2% | -895.7% | +44.1% |
| 10Y | +128.6% | +2,950.3% | -2,821.7% | +125.4% |
| All | +132.4% | +7,705.7% | -7,573.4% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling