+6.6%
EMB vs ALHC
-64.2%
+70.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.1% |
| 30D | +1.3% | -14.2% | +15.5% | +1.6% |
| 3M | -2.2% | -45.1% | +42.9% | -1.1% |
| 6M | -2.3% | -59.5% | +57.2% | -0.7% |
| YTD | -0.6% | -62.8% | +62.2% | +1.1% |
| 1Y | +0.5% | -55.5% | +56.0% | +1.7% |
| 3Y | +29.4% | +25.7% | +3.7% | +25.1% |
| All | +6.6% | -64.2% | +70.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling