-26.4%
ALB vs EME
+249.1%
-275.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.7% |
| 7D | -4.4% | +5.2% | -9.6% | -6.2% |
| 30D | -1.2% | -5.4% | +4.2% | +0.6% |
| 3M | -13.3% | -6.1% | -7.2% | -12.0% |
| 6M | -19.8% | +9.7% | -29.4% | -23.3% |
| YTD | -7.9% | +26.6% | -34.5% | -16.3% |
| 1Y | +60.2% | +24.6% | +35.5% | +44.0% |
| 3Y | -26.4% | +249.6% | -276.0% | -65.8% |
| All | -26.4% | +249.1% | -275.6% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling