+358.7%
ALAB vs EME
+124.7%
+234.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.5% |
| 7D | +0.6% | +0.9% | -0.3% | -0.6% |
| 30D | -8.8% | -8.4% | -0.4% | -0.8% |
| 3M | -14.0% | -3.6% | -10.4% | -9.2% |
| 6M | +144.3% | +3.6% | +140.7% | +138.4% |
| YTD | +71.0% | +22.5% | +48.5% | +39.9% |
| 1Y | +23.5% | +18.2% | +5.3% | +0.3% |
| All | +358.7% | +124.7% | +234.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling