+821.6%
EME vs ALC
+26.4%
+795.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +11.3% | -6.2% | +17.5% | +13.8% |
| 30D | -14.6% | +14.0% | -28.6% | -19.2% |
| 3M | -20.4% | -2.4% | -18.1% | -20.4% |
| 6M | -28.3% | +12.6% | -40.9% | -32.7% |
| YTD | +8.6% | -8.4% | +17.0% | +9.8% |
| 1Y | +3.2% | -9.1% | +12.4% | +4.6% |
| 3Y | +216.8% | -0.3% | +217.0% | +198.4% |
| 5Y | +417.5% | -9.9% | +427.4% | +402.0% |
| All | +821.6% | +26.4% | +795.3% | +632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling