+747.7%
EEM vs ALB
+1,064.4%
-316.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +9.5% | -9.6% | -3.4% |
| 30D | -8.6% | -2.1% | -6.5% | -8.2% |
| 3M | -7.0% | -24.1% | +17.1% | +1.7% |
| 6M | -9.7% | -51.0% | +41.3% | +14.7% |
| YTD | +12.1% | -29.3% | +41.5% | +21.1% |
| 1Y | +14.1% | +3.2% | +10.9% | +6.2% |
| 3Y | +72.1% | -9.3% | +81.5% | +44.6% |
| 5Y | +34.1% | -61.6% | +95.7% | +45.7% |
| 10Y | +109.6% | +40.8% | +68.8% | -5.4% |
| All | +747.7% | +1,064.4% | -316.6% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling