+36.5%
EMB vs ALK
-45.1%
+81.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.4% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | +0.5% | +3.3% | -2.8% | +0.1% |
| 3M | -2.5% | -17.6% | +15.1% | -1.0% |
| 6M | -2.0% | +0.8% | -2.8% | -2.7% |
| YTD | -0.9% | -22.4% | +21.5% | +0.3% |
| 1Y | -0.3% | -10.1% | +9.8% | -0.6% |
| 3Y | +29.2% | +14.0% | +15.2% | +22.9% |
| 5Y | +7.4% | -29.8% | +37.3% | +6.1% |
| All | +36.5% | -45.1% | +81.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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