+761.8%
EEM vs ALB
+1,027.4%
-265.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.2% |
| 30D | -6.2% | -2.6% | -3.6% | -5.6% |
| 3M | -5.2% | -25.6% | +20.4% | +4.4% |
| 6M | -8.1% | -54.0% | +45.9% | +19.4% |
| YTD | +14.0% | -31.6% | +45.6% | +24.5% |
| 1Y | +13.8% | -6.6% | +20.4% | +9.9% |
| 3Y | +73.7% | -14.0% | +87.7% | +48.9% |
| 5Y | +34.6% | -62.5% | +97.1% | +47.3% |
| 10Y | +123.6% | +36.3% | +87.3% | +2.1% |
| All | +761.8% | +1,027.4% | -265.6% | +0.7% |
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