+47.0%
EEM vs ALB
-43.6%
+90.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +3.1% | -4.4% | +7.5% | +3.8% |
| 30D | +4.9% | -1.2% | +6.0% | +4.9% |
| 3M | +5.2% | -13.3% | +18.5% | +7.3% |
| 6M | +20.7% | -19.8% | +40.5% | +23.8% |
| YTD | +26.5% | -7.9% | +34.4% | +26.3% |
| 1Y | +37.8% | +60.2% | -22.3% | +24.5% |
| 3Y | +91.0% | -26.4% | +117.4% | +88.1% |
| 5Y | +47.0% | -42.5% | +89.6% | +44.1% |
| All | +47.0% | -43.6% | +90.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling