+32.5%
EMR vs ALC
+2.0%
+30.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +2.1% | +2.1% | +0.1% | +1.7% |
| 30D | +4.8% | +17.2% | -12.5% | +1.1% |
| 3M | +7.5% | +4.6% | +2.8% | +6.7% |
| 6M | +20.9% | +20.1% | +0.7% | +15.4% |
| YTD | +29.2% | -4.2% | +33.4% | +32.6% |
| All | +32.5% | +2.0% | +30.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling