+39.2%
AEM vs ALB
+60.9%
-21.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | +0.2% |
| 7D | -0.5% | -8.1% | +7.5% | +2.0% |
| 30D | +24.0% | +6.3% | +17.8% | +20.9% |
| 3M | +16.1% | -23.6% | +39.7% | +25.8% |
| 6M | -11.6% | -24.6% | +13.0% | -5.6% |
| YTD | +21.5% | -10.3% | +31.8% | +23.9% |
| 1Y | +39.2% | +61.5% | -22.3% | +28.3% |
| All | +39.2% | +60.9% | -21.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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