+502.3%
EME vs ALHC
-60.6%
+562.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +11.3% | -0.8% | +12.1% | +11.4% |
| 30D | -14.6% | -9.6% | -4.9% | -14.2% |
| 3M | -20.4% | -44.5% | +24.1% | -18.4% |
| 6M | -28.3% | -59.2% | +30.9% | -25.7% |
| YTD | +8.6% | -62.0% | +70.6% | +12.6% |
| 1Y | +3.2% | -54.8% | +58.1% | +6.0% |
| 3Y | +216.8% | +25.0% | +191.8% | +198.8% |
| 5Y | +417.5% | -65.3% | +482.8% | +419.6% |
| All | +502.3% | -60.6% | +562.9% | +492.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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