+267.8%
EMR vs ALM
+3,219.4%
-2,951.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -0.8% |
| 7D | +3.1% | +8.4% | -5.4% | +2.7% |
| 30D | -3.5% | +34.8% | -38.4% | -5.0% |
| 3M | +9.8% | +16.2% | -6.5% | +8.6% |
| 6M | +10.8% | +2.1% | +8.6% | +9.7% |
| YTD | +15.9% | +117.0% | -101.1% | +11.6% |
| 1Y | +16.4% | +313.9% | -297.4% | +9.2% |
| 3Y | +62.1% | +2,327.9% | -2,265.8% | +39.8% |
| 5Y | +62.9% | +1,040.6% | -977.7% | +43.1% |
| 10Y | +267.8% | +3,219.4% | -2,951.7% | +217.8% |
| All | +267.8% | +3,219.4% | -2,951.7% | +217.8% |
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