+36.4%
EEM vs ALB
+69.7%
-33.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +2.0% | -8.6% | +10.6% | +3.3% |
| 30D | +5.1% | -4.0% | +9.1% | +5.5% |
| 3M | +4.6% | -17.4% | +22.0% | +7.1% |
| 6M | +17.8% | -25.4% | +43.1% | +21.1% |
| YTD | +25.8% | -10.5% | +36.4% | +26.8% |
| 1Y | +36.4% | +75.8% | -39.4% | +30.4% |
| All | +36.4% | +69.7% | -33.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling