+106.8%
EEM vs ALM
+3,289.7%
-3,182.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | +5.3% | -4.0% | +9.3% | +5.3% |
| 30D | -7.0% | -30.5% | +23.5% | -6.9% |
| 3M | -8.0% | -46.9% | +38.9% | -7.8% |
| 6M | -6.6% | -65.5% | +58.9% | -6.3% |
| YTD | +12.3% | -13.4% | +25.7% | +12.4% |
| 1Y | +12.2% | +9.8% | +2.4% | +12.1% |
| 3Y | +71.2% | +783.1% | -711.9% | +70.0% |
| 5Y | +32.2% | +378.3% | -346.1% | +31.4% |
| 10Y | +120.3% | +1,942.8% | -1,822.5% | +117.8% |
| All | +106.8% | +3,289.7% | -3,182.9% | +101.6% |
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