+365.7%
ALAB vs EME
+132.2%
+233.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.5% | -9.5% | -9.5% |
| 7D | +3.2% | +5.2% | -2.0% | -2.0% |
| 30D | -13.6% | -5.4% | -8.2% | -8.9% |
| 3M | -16.6% | -6.1% | -10.5% | -9.9% |
| 6M | +142.3% | +9.7% | +132.7% | +123.6% |
| YTD | +73.6% | +26.6% | +47.0% | +37.6% |
| 1Y | +33.7% | +24.6% | +9.0% | +3.0% |
| All | +365.7% | +132.2% | +233.5% | +91.7% |
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