+179.0%
EMR vs ALC
+30.4%
+148.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.4% |
| 7D | +2.8% | -1.1% | +3.9% | +3.3% |
| 30D | +3.7% | +16.0% | -12.4% | -3.3% |
| 3M | +2.0% | +0.8% | +1.2% | +1.2% |
| 6M | +22.1% | +16.8% | +5.3% | +12.7% |
| YTD | +27.2% | -5.5% | +32.7% | +28.6% |
| 1Y | +32.0% | -5.3% | +37.3% | +33.2% |
| 3Y | +103.3% | +4.1% | +99.2% | +89.5% |
| 5Y | +88.2% | -7.1% | +95.3% | +82.0% |
| All | +179.0% | +30.4% | +148.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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