+1,720.5%
EME vs ALLY
+124.8%
+1,595.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.9% | +3.7% | -1.8% | +0.5% |
| 30D | -8.3% | -2.3% | -6.0% | -7.5% |
| 3M | -10.7% | +3.8% | -14.6% | -12.1% |
| 6M | +1.9% | +9.7% | -7.8% | -2.1% |
| YTD | +23.5% | -1.4% | +24.9% | +23.2% |
| 1Y | +18.0% | +8.2% | +9.7% | +13.3% |
| 3Y | +236.1% | +66.5% | +169.6% | +164.1% |
| 5Y | +527.9% | +1.2% | +526.7% | +472.1% |
| 10Y | +1,252.8% | +191.4% | +1,061.3% | +638.3% |
| All | +1,720.5% | +124.8% | +1,595.6% | +940.0% |
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