-63.4%
ALB vs EMB
+7.3%
-70.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.0% |
| 7D | -5.8% | -0.9% | -4.9% | -4.2% |
| 30D | -4.5% | +0.4% | -4.9% | -5.1% |
| 3M | -28.1% | -3.1% | -25.0% | -24.0% |
| 6M | -53.2% | -2.1% | -51.1% | -51.3% |
| YTD | -33.3% | -1.1% | -32.2% | -31.8% |
| 1Y | -17.4% | -0.1% | -17.4% | -17.0% |
| 3Y | -14.1% | +29.6% | -43.7% | -40.6% |
| All | -63.4% | +7.3% | -70.6% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling