+7.5%
EMB vs ALLY
-10.0%
+17.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | +0.4% | +5.2% | -4.9% | -0.3% |
| 3M | -3.1% | -13.3% | +10.2% | -1.6% |
| 6M | -2.1% | -6.7% | +4.6% | -1.4% |
| YTD | -1.1% | -12.8% | +11.7% | +0.1% |
| 1Y | -0.1% | +0.7% | -0.7% | -0.6% |
| 3Y | +29.6% | +65.2% | -35.6% | +18.8% |
| All | +7.5% | -10.0% | +17.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling