+374.7%
EME vs ALK
-34.8%
+409.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -10.5% | +9.0% | -19.5% | -12.9% |
| 30D | -22.4% | -1.6% | -20.8% | -22.5% |
| 3M | -24.7% | -23.2% | -1.5% | -19.7% |
| 6M | -35.5% | -3.9% | -31.6% | -35.8% |
| YTD | -0.3% | -22.6% | +22.3% | +3.8% |
| 1Y | -6.7% | -5.3% | -1.4% | -8.4% |
| 3Y | +190.6% | +18.6% | +172.1% | +152.5% |
| All | +374.7% | -34.8% | +409.4% | +389.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling