+29.7%
EMB vs ALLY
+178.4%
-148.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | -0.5% | -3.3% | +2.8% | -0.1% |
| 3M | +0.3% | +0.5% | -0.1% | +0.2% |
| 6M | +1.2% | +12.6% | -11.4% | -0.4% |
| YTD | +1.5% | -4.7% | +6.2% | +1.7% |
| 1Y | +4.8% | +5.2% | -0.4% | +3.7% |
| 3Y | +30.4% | +66.5% | -36.1% | +20.0% |
| 5Y | +7.3% | +0.2% | +7.0% | +3.0% |
| 10Y | +29.7% | +180.8% | -151.1% | +12.4% |
| All | +29.7% | +178.4% | -148.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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