+128.5%
EEM vs ALNY
+260.0%
-131.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.3% | -6.5% | +5.3% | -0.7% |
| 30D | +2.1% | +11.0% | -9.0% | +1.1% |
| 3M | +1.0% | -14.1% | +15.1% | +1.6% |
| 6M | +15.9% | -22.4% | +38.3% | +17.5% |
| YTD | +24.6% | -37.5% | +62.1% | +28.6% |
| 1Y | +32.3% | -46.9% | +79.2% | +38.3% |
| 3Y | +85.9% | +22.1% | +63.8% | +77.3% |
| 5Y | +45.4% | +31.2% | +14.2% | +34.8% |
| All | +128.5% | +260.0% | -131.5% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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