+22.3%
EMB vs ALC
+21.6%
+0.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +0.9% |
| 30D | -0.5% | -3.7% | +3.3% | +0.1% |
| 3M | +0.3% | +4.6% | -4.2% | -0.6% |
| 6M | +1.2% | -14.6% | +15.8% | +3.6% |
| YTD | +1.5% | -11.9% | +13.3% | +3.2% |
| 1Y | +4.8% | -13.1% | +17.9% | +6.7% |
| 3Y | +30.4% | -15.0% | +45.4% | +31.4% |
| 5Y | +7.3% | -16.2% | +23.4% | +6.6% |
| All | +22.3% | +21.6% | +0.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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