-2.1%
EME vs ALM
+44.8%
-46.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.2% | -10.8% | -9.8% |
| 7D | -5.8% | -6.4% | +0.6% | -4.8% |
| 30D | -17.9% | -35.0% | +17.1% | -12.3% |
| 3M | -22.0% | -33.8% | +11.8% | -17.7% |
| 6M | -29.7% | -55.0% | +25.3% | -23.2% |
| YTD | +4.7% | -0.2% | +4.9% | +2.8% |
| 1Y | -2.1% | +41.8% | -43.9% | -8.2% |
| All | -2.1% | +44.8% | -46.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling