+1,369.5%
EME vs ALLY
+98.1%
+1,271.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -10.5% | +0.9% | -11.4% | -11.0% |
| 30D | -22.4% | +3.1% | -25.5% | -23.6% |
| 3M | -24.7% | -12.6% | -12.1% | -21.1% |
| 6M | -35.5% | -12.4% | -23.0% | -32.6% |
| YTD | -0.3% | -13.2% | +12.8% | +3.9% |
| 1Y | -6.7% | +1.8% | -8.6% | -8.6% |
| 3Y | +190.6% | +58.0% | +132.7% | +132.8% |
| 5Y | +367.3% | -8.4% | +375.7% | +341.1% |
| 10Y | +954.5% | +195.3% | +759.2% | +473.6% |
| All | +1,369.5% | +98.1% | +1,271.5% | +777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling