-2.1%
EME vs ALLY
+4.2%
-6.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -10.7% |
| 7D | -5.8% | +2.4% | -8.2% | -6.5% |
| 30D | -17.9% | +5.6% | -23.5% | -19.5% |
| 3M | -22.0% | -11.7% | -10.3% | -18.5% |
| 6M | -29.7% | -7.0% | -22.7% | -28.2% |
| YTD | +4.7% | -10.4% | +15.2% | +8.7% |
| 1Y | -2.1% | +2.4% | -4.5% | -6.6% |
| All | -2.1% | +4.2% | -6.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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