+29.3%
EMB vs ALK
-35.2%
+64.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -0.3% | -19.2% | +18.9% | +1.6% |
| 3M | -0.4% | -1.5% | +1.1% | -0.6% |
| 6M | +0.1% | -13.1% | +13.2% | +0.7% |
| YTD | +1.6% | -16.4% | +18.0% | +2.3% |
| 1Y | +5.6% | -33.1% | +38.7% | +8.3% |
| 3Y | +29.8% | +0.6% | +29.2% | +25.4% |
| 5Y | +7.3% | -26.4% | +33.7% | +5.6% |
| All | +29.3% | -35.2% | +64.4% | +18.9% |
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