+305.9%
ALB vs EMB
+132.1%
+173.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +6.3% | -0.3% | +6.6% | +6.5% |
| 3M | -23.6% | -0.4% | -23.2% | -23.2% |
| 6M | -24.6% | +0.1% | -24.7% | -24.6% |
| YTD | -10.3% | +1.6% | -11.9% | -11.6% |
| 1Y | +61.5% | +5.6% | +55.8% | +52.8% |
| 3Y | -34.0% | +29.8% | -63.8% | -48.3% |
| 5Y | -44.6% | +7.3% | -51.9% | -48.0% |
| 10Y | +76.1% | +30.4% | +45.7% | +44.1% |
| All | +305.9% | +132.1% | +173.8% | +144.6% |
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