+301.5%
EMR vs ALM
+2,221.4%
-1,919.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +4.0% |
| 7D | +2.1% | +0.7% | +1.4% | +2.1% |
| 30D | +4.8% | -26.1% | +30.8% | +6.2% |
| 3M | +7.5% | -38.1% | +45.6% | +9.6% |
| 6M | +20.9% | -55.4% | +76.3% | +24.5% |
| YTD | +29.2% | -0.4% | +29.6% | +28.7% |
| 1Y | +33.0% | +25.4% | +7.6% | +31.3% |
| 3Y | +109.8% | +907.8% | -798.0% | +88.9% |
| 5Y | +91.9% | +440.2% | -348.2% | +74.5% |
| 10Y | +301.5% | +2,031.1% | -1,729.6% | +266.5% |
| All | +301.5% | +2,221.4% | -1,919.9% | +266.5% |
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