+948.2%
EME vs ALC
+24.0%
+924.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | +1.9% | -2.1% | +4.0% | +2.7% |
| 30D | -8.3% | -0.1% | -8.2% | -8.4% |
| 3M | -10.7% | +5.9% | -16.6% | -13.3% |
| 6M | +1.9% | -15.9% | +17.8% | +8.1% |
| YTD | +23.5% | -10.1% | +33.6% | +26.8% |
| 1Y | +18.0% | -10.2% | +28.2% | +20.6% |
| 3Y | +236.1% | -13.6% | +249.7% | +240.7% |
| 5Y | +527.9% | -15.1% | +543.0% | +530.5% |
| All | +948.2% | +24.0% | +924.1% | +746.2% |
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