+400.4%
ALAB vs EMB
+21.1%
+379.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.7% |
| 7D | +7.2% | 0.0% | +7.2% | +7.3% |
| 30D | -2.5% | -0.3% | -2.2% | -1.6% |
| 3M | -13.3% | -0.4% | -12.9% | -11.0% |
| 6M | +172.8% | +0.1% | +172.7% | +176.4% |
| YTD | +86.6% | +1.6% | +85.0% | +81.3% |
| 1Y | +65.2% | +5.6% | +59.5% | +42.8% |
| All | +400.4% | +21.1% | +379.3% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 all: compounded portfolio wealth divided by compounded EMB 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…
all analysis · Full analysis span regression · 6 months rolling