+21.3%
EME vs ALK
-36.6%
+57.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | +2.7% | -3.0% | +5.7% | +3.4% |
| 30D | -6.8% | -14.6% | +7.8% | -3.3% |
| 3M | -8.8% | -10.6% | +1.7% | -6.8% |
| 6M | +5.0% | -6.7% | +11.7% | +4.5% |
| YTD | +23.5% | -19.8% | +43.3% | +26.0% |
| 1Y | +21.3% | -35.2% | +56.5% | +17.7% |
| All | +21.3% | -36.6% | +57.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling