+34.1%
EEM vs ALB
-62.4%
+96.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +9.5% | -9.6% | -1.7% |
| 30D | -8.6% | -2.1% | -6.5% | -8.4% |
| 3M | -7.0% | -24.1% | +17.1% | -3.1% |
| 6M | -9.7% | -51.0% | +41.3% | +0.8% |
| YTD | +12.1% | -29.3% | +41.5% | +16.7% |
| 1Y | +14.1% | +3.2% | +10.9% | +11.3% |
| 3Y | +72.1% | -9.3% | +81.5% | +61.3% |
| 5Y | +34.1% | -61.6% | +95.7% | +40.4% |
| All | +34.1% | -62.4% | +96.5% | +40.4% |
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 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