+154.2%
EMR vs ALC
+21.6%
+132.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.4% |
| 7D | +3.1% | -3.7% | +6.7% | +4.8% |
| 30D | -3.5% | -3.7% | +0.2% | -1.9% |
| 3M | +9.8% | +4.6% | +5.2% | +7.1% |
| 6M | +10.8% | -14.6% | +25.4% | +17.8% |
| YTD | +15.9% | -11.9% | +27.8% | +21.4% |
| 1Y | +16.4% | -13.1% | +29.6% | +22.5% |
| 3Y | +62.1% | -15.0% | +77.1% | +67.7% |
| 5Y | +62.9% | -16.2% | +79.1% | +65.9% |
| All | +154.2% | +21.6% | +132.6% | +84.2% |
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