+1,306.4%
EME vs ALLY
+178.1%
+1,128.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.0% |
| 7D | +2.7% | -1.9% | +4.7% | +3.5% |
| 30D | -6.8% | -4.5% | -2.3% | -5.2% |
| 3M | -8.8% | -2.8% | -6.0% | -7.9% |
| 6M | +5.0% | +10.3% | -5.3% | +0.6% |
| YTD | +23.5% | -5.7% | +29.2% | +25.2% |
| 1Y | +21.3% | +3.9% | +17.4% | +18.2% |
| 3Y | +241.1% | +64.7% | +176.3% | +167.8% |
| 5Y | +549.2% | -2.6% | +551.7% | +501.3% |
| 10Y | +1,306.4% | +186.0% | +1,120.4% | +625.6% |
| All | +1,306.4% | +178.1% | +1,128.3% | +625.6% |
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