+3,034.1%
ALB vs EME
+61,143.6%
-58,109.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.2% | -5.1% |
| 7D | -8.1% | +1.9% | -10.0% | -8.8% |
| 30D | +6.3% | -8.3% | +14.5% | +9.4% |
| 3M | -23.6% | -10.7% | -12.8% | -21.1% |
| 6M | -24.6% | +1.9% | -26.5% | -26.2% |
| YTD | -10.3% | +23.5% | -33.7% | -18.3% |
| 1Y | +61.5% | +18.0% | +43.5% | +47.8% |
| 3Y | -34.0% | +236.1% | -270.1% | -60.7% |
| 5Y | -44.6% | +527.9% | -572.5% | -73.8% |
| 10Y | +76.1% | +1,252.8% | -1,176.7% | -37.8% |
| All | +3,034.1% | +61,143.6% | -58,109.5% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling