+546.1%
EME vs ALK
-25.3%
+571.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -8.3% | -19.2% | +11.0% | -2.8% |
| 3M | -10.7% | -1.5% | -9.2% | -11.0% |
| 6M | +1.9% | -13.1% | +14.9% | +4.0% |
| YTD | +23.5% | -16.4% | +39.9% | +26.7% |
| 1Y | +18.0% | -33.1% | +51.0% | +28.2% |
| 3Y | +236.1% | +0.6% | +235.5% | +211.0% |
| All | +546.1% | -25.3% | +571.4% | +542.7% |
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 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