+30.3%
EMB vs ALM
+2,048.1%
-2,017.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.1% | -6.7% | +6.6% | 0.0% |
| 30D | +1.3% | -32.9% | +34.2% | +1.9% |
| 3M | -2.2% | -39.5% | +37.2% | -1.6% |
| 6M | -2.3% | -62.0% | +59.6% | -1.1% |
| YTD | -0.6% | -7.8% | +7.2% | -0.9% |
| 1Y | +0.5% | +26.7% | -26.2% | -0.4% |
| 3Y | +29.4% | +825.4% | -795.9% | +23.3% |
| 5Y | +6.5% | +401.2% | -394.7% | +1.8% |
| All | +30.3% | +2,048.1% | -2,017.8% | +19.9% |
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