-46.3%
ALB vs EME
+540.8%
-587.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -7.6% | +0.9% | -8.6% | -8.0% |
| 30D | -5.6% | -8.4% | +2.8% | -2.0% |
| 3M | -16.8% | -3.6% | -13.2% | -16.5% |
| 6M | -26.3% | +3.6% | -29.9% | -28.9% |
| YTD | -13.2% | +22.5% | -35.7% | -22.9% |
| 1Y | +68.8% | +18.2% | +50.6% | +49.3% |
| 3Y | -30.7% | +238.4% | -269.0% | -72.0% |
| 5Y | -46.3% | +550.5% | -596.8% | -87.6% |
| All | -46.3% | +540.8% | -587.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling