+13.1%
EMB vs ALHC
-29.3%
+42.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.3% | -1.0% | +1.2% | +0.3% |
| 30D | -0.5% | -6.3% | +5.8% | -0.4% |
| 3M | +0.3% | -12.3% | +12.6% | +0.4% |
| 6M | +1.2% | -27.0% | +28.2% | +1.5% |
| YTD | +1.5% | -31.8% | +33.3% | +2.0% |
| 1Y | +4.8% | -17.0% | +21.8% | +4.7% |
| 3Y | +30.4% | +159.8% | -129.5% | +24.2% |
| 5Y | +7.3% | -25.1% | +32.4% | +5.3% |
| All | +13.1% | -29.3% | +42.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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