+940.1%
EME vs ALC
+17.1%
+923.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.3% |
| 7D | +0.9% | -7.7% | +8.6% | +4.0% |
| 30D | -8.4% | -11.7% | +3.3% | -4.1% |
| 3M | -3.6% | +0.7% | -4.3% | -4.6% |
| 6M | +3.6% | -17.1% | +20.6% | +10.2% |
| YTD | +22.5% | -15.1% | +37.7% | +28.6% |
| 1Y | +18.2% | -14.1% | +32.3% | +22.8% |
| 3Y | +238.4% | -18.2% | +256.5% | +249.9% |
| 5Y | +550.5% | -19.2% | +569.7% | +564.2% |
| All | +940.1% | +17.1% | +923.0% | +758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling