+36.5%
EMB vs ALM
+1,942.8%
-1,906.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -0.7% | -4.0% | +3.4% | -0.6% |
| 30D | +0.5% | -30.5% | +31.0% | +1.1% |
| 3M | -2.5% | -46.9% | +44.4% | -1.6% |
| 6M | -2.0% | -65.5% | +63.5% | -0.7% |
| YTD | -0.9% | -13.4% | +12.5% | -1.1% |
| 1Y | -0.3% | +9.8% | -10.1% | -0.9% |
| 3Y | +29.2% | +783.1% | -753.9% | +23.4% |
| 5Y | +7.4% | +378.3% | -370.9% | +3.0% |
| All | +36.5% | +1,942.8% | -1,906.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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