+125.7%
EEM vs ALB
+84.6%
+41.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -1.6% |
| 7D | -0.7% | -7.6% | +6.9% | +0.8% |
| 30D | +2.4% | -5.6% | +8.0% | +3.3% |
| 3M | +4.2% | -16.8% | +21.0% | +7.5% |
| 6M | +14.8% | -26.3% | +41.1% | +20.4% |
| YTD | +23.1% | -13.2% | +36.3% | +24.2% |
| 1Y | +32.5% | +68.8% | -36.3% | +15.4% |
| 3Y | +85.9% | -30.7% | +116.6% | +84.1% |
| 5Y | +43.6% | -46.3% | +89.8% | +43.4% |
| All | +125.7% | +84.6% | +41.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling