+877.5%
EME vs ALLY
+174.3%
+703.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +8.4% | +0.4% | +8.0% | +8.2% |
| 30D | -11.5% | +5.2% | -16.7% | -13.5% |
| 3M | -20.6% | -13.3% | -7.3% | -16.5% |
| 6M | -28.5% | -6.7% | -21.8% | -27.0% |
| YTD | +8.0% | -12.8% | +20.8% | +12.5% |
| 1Y | +6.8% | +0.7% | +6.1% | +5.1% |
| 3Y | +213.9% | +65.2% | +148.7% | +146.3% |
| 5Y | +414.8% | -10.1% | +425.0% | +392.4% |
| All | +877.5% | +174.3% | +703.2% | +436.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling