-12.9%
ALB vs EME
+217.7%
-230.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.6% | +11.3% | -14.9% | -6.8% |
| 30D | -2.9% | -14.6% | +11.7% | +1.6% |
| 3M | -25.8% | -20.4% | -5.4% | -20.8% |
| 6M | -53.6% | -28.3% | -25.3% | -48.8% |
| YTD | -32.4% | +8.6% | -40.9% | -35.6% |
| 1Y | -13.0% | +3.2% | -16.3% | -16.0% |
| All | -12.9% | +217.7% | -230.7% | -59.6% |
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