+384.5%
ALAB vs EEM
+77.3%
+307.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +5.0% |
| 7D | +9.6% | +2.0% | +7.7% | +5.7% |
| 30D | -5.3% | +5.1% | -10.3% | -13.9% |
| 3M | -12.0% | +4.6% | -16.6% | -15.1% |
| 6M | +145.7% | +17.8% | +128.0% | +90.5% |
| YTD | +80.7% | +25.8% | +54.8% | +21.8% |
| 1Y | +40.1% | +36.4% | +3.7% | -17.9% |
| All | +384.5% | +77.3% | +307.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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