+249.6%
EME vs ALLY
+69.8%
+179.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.6% |
| 7D | +5.2% | +1.0% | +4.1% | +4.7% |
| 30D | -5.4% | -3.3% | -2.1% | -4.4% |
| 3M | -6.1% | +0.5% | -6.6% | -6.4% |
| 6M | +9.7% | +12.6% | -2.9% | +5.1% |
| YTD | +26.6% | -4.7% | +31.3% | +27.7% |
| 1Y | +24.6% | +5.2% | +19.4% | +21.4% |
| 3Y | +249.6% | +66.5% | +183.1% | +215.7% |
| All | +249.6% | +69.8% | +179.8% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling