+1,711.4%
EME vs ALM
+3,551.9%
-1,840.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.5% |
| 7D | +8.4% | +1.2% | +7.1% | +8.4% |
| 30D | -11.5% | -19.3% | +7.8% | -11.4% |
| 3M | -20.6% | -40.6% | +20.0% | -20.5% |
| 6M | -28.5% | -57.9% | +29.4% | -28.3% |
| YTD | +8.0% | -6.7% | +14.7% | +8.0% |
| 1Y | +6.8% | +20.2% | -13.4% | +6.7% |
| 3Y | +213.9% | +879.4% | -665.5% | +212.6% |
| 5Y | +414.8% | +415.3% | -0.5% | +412.8% |
| 10Y | +916.9% | +2,100.8% | -1,183.9% | +911.4% |
| All | +1,711.4% | +3,551.9% | -1,840.5% | +1,707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling