+74.0%
ALB vs EME
+1,362.1%
-1,288.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.8% | -5.5% |
| 7D | -6.6% | +3.5% | -10.1% | -8.3% |
| 30D | -8.1% | -6.3% | -1.8% | -5.5% |
| 3M | -25.7% | -3.8% | -21.9% | -25.6% |
| 6M | -29.5% | +8.5% | -38.0% | -33.8% |
| YTD | -16.2% | +27.8% | -44.0% | -27.8% |
| 1Y | +59.2% | +22.2% | +37.0% | +37.7% |
| 3Y | -33.7% | +253.5% | -287.2% | -70.6% |
| 5Y | -48.1% | +578.6% | -626.7% | -84.3% |
| All | +74.0% | +1,362.1% | -1,288.1% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling