+877.5%
EME vs ALK
-45.9%
+923.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +8.4% | -1.2% | +9.5% | +8.8% |
| 30D | -11.5% | +7.7% | -19.2% | -14.3% |
| 3M | -20.6% | -19.0% | -1.6% | -15.8% |
| 6M | -28.5% | -0.2% | -28.3% | -30.0% |
| YTD | +8.0% | -23.5% | +31.5% | +13.7% |
| 1Y | +6.8% | -9.1% | +15.9% | +5.6% |
| 3Y | +213.9% | +12.0% | +201.9% | +169.3% |
| 5Y | +414.8% | -30.9% | +445.7% | +411.0% |
| All | +877.5% | -45.9% | +923.4% | +814.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling