+1,344.7%
EME vs ALM
+2,589.2%
-1,244.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.5% | +10.8% | +4.6% |
| 7D | +3.5% | -11.8% | +15.4% | +4.0% |
| 30D | -6.3% | +7.8% | -14.1% | -6.7% |
| 3M | -3.8% | -9.3% | +5.5% | -3.8% |
| 6M | +8.5% | -30.5% | +39.0% | +9.0% |
| YTD | +27.8% | +75.8% | -48.0% | +24.7% |
| 1Y | +22.2% | +241.2% | -219.0% | +17.0% |
| 3Y | +253.5% | +1,872.6% | -1,619.1% | +220.5% |
| 5Y | +578.6% | +849.6% | -270.9% | +521.6% |
| All | +1,344.7% | +2,589.2% | -1,244.6% | +1,195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling