+104.9%
EEM vs ALM
+3,516.3%
-3,411.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.7% |
| 7D | -0.9% | -6.3% | +5.5% | -0.8% |
| 30D | -9.3% | -31.4% | +22.1% | -9.2% |
| 3M | -7.1% | -40.6% | +33.5% | -6.9% |
| 6M | -10.4% | -58.6% | +48.3% | -10.1% |
| YTD | +11.3% | -7.6% | +18.9% | +11.3% |
| 1Y | +11.3% | +13.8% | -2.6% | +11.2% |
| 3Y | +69.6% | +842.1% | -772.5% | +68.4% |
| 5Y | +33.6% | +407.4% | -373.8% | +32.7% |
| 10Y | +114.1% | +2,079.4% | -1,965.3% | +111.6% |
| All | +104.9% | +3,516.3% | -3,411.4% | +99.7% |
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