+183.2%
EMR vs ALC
+32.2%
+151.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +2.1% | +2.1% | +0.1% | +1.2% |
| 30D | +4.8% | +17.2% | -12.5% | -2.7% |
| 3M | +7.5% | +4.6% | +2.8% | +4.9% |
| 6M | +20.9% | +20.1% | +0.7% | +10.1% |
| YTD | +29.2% | -4.2% | +33.4% | +29.8% |
| 1Y | +33.0% | +2.1% | +30.9% | +29.5% |
| 3Y | +109.8% | +4.5% | +105.3% | +95.5% |
| 5Y | +91.9% | -12.3% | +104.3% | +92.5% |
| All | +183.2% | +32.2% | +151.1% | +96.9% |
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