+1,970.7%
EME vs ALM
+7,705.7%
-5,735.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | -8.3% | +32.0% | -40.3% | -8.4% |
| 3M | -10.7% | -15.0% | +4.3% | -10.7% |
| 6M | +1.9% | -10.1% | +12.0% | +1.9% |
| YTD | +23.5% | +99.4% | -76.0% | +23.2% |
| 1Y | +18.0% | +316.4% | -298.4% | +17.5% |
| 3Y | +236.1% | +2,022.0% | -1,785.9% | +233.8% |
| 5Y | +527.9% | +941.2% | -413.3% | +523.9% |
| 10Y | +1,252.8% | +2,950.3% | -1,697.6% | +1,242.4% |
| All | +1,970.7% | +7,705.7% | -5,735.0% | +1,960.9% |
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 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