-63.5%
ALB vs EME
+414.8%
-478.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -3.6% | +11.3% | -14.9% | -7.9% |
| 30D | -2.9% | -14.6% | +11.7% | +2.9% |
| 3M | -25.8% | -20.4% | -5.4% | -19.3% |
| 6M | -53.6% | -28.3% | -25.3% | -47.3% |
| YTD | -32.4% | +8.6% | -40.9% | -37.6% |
| 1Y | -13.0% | +3.2% | -16.3% | -18.1% |
| 3Y | -15.0% | +216.8% | -231.8% | -66.3% |
| 5Y | -63.5% | +417.5% | -481.0% | -91.0% |
| All | -63.5% | +414.8% | -478.3% | -91.0% |
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