+421.0%
EME vs ALC
-10.6%
+431.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.8% |
| 7D | +4.3% | -6.3% | +10.6% | +5.8% |
| 30D | -14.4% | +12.6% | -27.0% | -17.3% |
| 3M | -18.3% | -3.8% | -14.5% | -17.8% |
| 6M | -28.3% | +16.8% | -45.2% | -32.3% |
| YTD | +9.2% | -7.6% | +16.8% | +10.4% |
| 1Y | +4.3% | -5.9% | +10.1% | +4.5% |
| 3Y | +218.6% | +0.6% | +218.1% | +205.6% |
| 5Y | +421.0% | -9.5% | +430.5% | +420.8% |
| All | +421.0% | -10.6% | +431.6% | +420.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling