+249.6%
EME vs ALC
-15.5%
+265.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | +5.2% | -3.7% | +8.8% | +5.9% |
| 30D | -5.4% | -3.7% | -1.6% | -4.7% |
| 3M | -6.1% | +4.6% | -10.7% | -7.5% |
| 6M | +9.7% | -14.6% | +24.3% | +13.5% |
| YTD | +26.6% | -11.9% | +38.4% | +29.5% |
| 1Y | +24.6% | -13.1% | +37.8% | +27.9% |
| 3Y | +249.6% | -15.0% | +264.6% | +271.3% |
| All | +249.6% | -15.5% | +265.1% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling