+854.3%
EEM vs ALB
+1,378.4%
-524.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +3.4% |
| 7D | +2.3% | -8.1% | +10.4% | +5.3% |
| 30D | +4.5% | +6.3% | -1.7% | +1.7% |
| 3M | -0.1% | -23.6% | +23.5% | +9.0% |
| 6M | +16.9% | -24.6% | +41.6% | +26.0% |
| YTD | +26.2% | -10.3% | +36.5% | +25.8% |
| 1Y | +40.5% | +61.5% | -20.9% | +9.5% |
| 3Y | +86.2% | -34.0% | +120.2% | +81.0% |
| 5Y | +45.5% | -44.6% | +90.1% | +36.3% |
| 10Y | +128.6% | +76.1% | +52.5% | -4.2% |
| All | +854.3% | +1,378.4% | -524.2% | +1.8% |
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 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