+280.3%
EMR vs ALM
+1,942.8%
-1,662.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.2% |
| 7D | +2.7% | -4.0% | +6.7% | +2.8% |
| 30D | +2.1% | -30.5% | +32.6% | +3.8% |
| 3M | +2.3% | -46.9% | +49.2% | +5.1% |
| 6M | +22.5% | -65.5% | +88.0% | +27.8% |
| YTD | +27.2% | -13.4% | +40.6% | +27.6% |
| 1Y | +28.0% | +9.8% | +18.2% | +27.2% |
| 3Y | +103.4% | +783.1% | -679.7% | +83.8% |
| 5Y | +88.2% | +378.3% | -290.1% | +71.6% |
| All | +280.3% | +1,942.8% | -1,662.6% | +244.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling