+948.3%
EME vs ALC
+20.4%
+928.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +2.7% | -5.3% | +8.0% | +4.8% |
| 30D | -6.8% | -7.1% | +0.3% | -4.3% |
| 3M | -8.8% | +0.8% | -9.6% | -9.7% |
| 6M | +5.0% | -16.0% | +21.0% | +11.2% |
| YTD | +23.5% | -12.7% | +36.2% | +28.2% |
| 1Y | +21.3% | -12.8% | +34.1% | +25.4% |
| 3Y | +241.1% | -15.8% | +256.9% | +249.1% |
| 5Y | +549.2% | -16.7% | +565.8% | +554.9% |
| All | +948.3% | +20.4% | +928.0% | +755.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling