+384.5%
ALAB vs EME
+126.5%
+258.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +6.5% |
| 7D | +9.6% | +2.7% | +6.9% | +6.4% |
| 30D | -5.3% | -6.8% | +1.5% | +1.2% |
| 3M | -12.0% | -8.8% | -3.2% | -2.3% |
| 6M | +145.7% | +5.0% | +140.7% | +136.4% |
| YTD | +80.7% | +23.5% | +57.2% | +46.5% |
| 1Y | +40.1% | +21.3% | +18.8% | +10.8% |
| All | +384.5% | +126.5% | +258.0% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling