+220.1%
ALB vs EMB
+126.0%
+94.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.1% | -0.1% | +9.2% | +9.2% |
| 30D | -3.4% | +1.3% | -4.7% | -4.7% |
| 3M | -20.6% | -2.7% | -17.9% | -18.1% |
| 6M | -48.2% | -2.8% | -45.3% | -46.4% |
| YTD | -29.2% | -1.1% | -28.1% | -28.1% |
| 1Y | +10.0% | 0.0% | +10.0% | +10.4% |
| 3Y | -12.9% | +28.8% | -41.7% | -31.0% |
| 5Y | -61.3% | +6.0% | -67.3% | -63.0% |
| 10Y | +35.8% | +29.1% | +6.7% | +13.0% |
| All | +220.1% | +126.0% | +94.1% | +98.9% |
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