+549.2%
EME vs ALM
+958.0%
-408.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | -6.8% | +33.8% | -40.6% | -8.8% |
| 3M | -8.8% | +14.8% | -23.6% | -10.3% |
| 6M | +5.0% | -7.0% | +11.9% | +3.9% |
| YTD | +23.5% | +108.1% | -84.6% | +17.5% |
| 1Y | +21.3% | +313.8% | -292.5% | +12.1% |
| 3Y | +241.1% | +2,227.6% | -1,986.6% | +189.0% |
| 5Y | +549.2% | +956.6% | -407.5% | +463.0% |
| All | +549.2% | +958.0% | -408.9% | +463.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling