+90.6%
EEM vs ALB
-29.3%
+119.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +2.5% |
| 7D | +2.3% | -8.1% | +10.4% | +3.5% |
| 30D | +4.5% | +6.3% | -1.7% | +3.4% |
| 3M | -0.1% | -23.6% | +23.5% | +3.5% |
| 6M | +16.9% | -24.6% | +41.6% | +20.6% |
| YTD | +26.2% | -10.3% | +36.5% | +26.7% |
| 1Y | +40.5% | +61.5% | -20.9% | +28.9% |
| All | +90.6% | -29.3% | +119.9% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling