+267.8%
EMR vs ALB
+78.9%
+188.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +3.1% | -4.4% | +7.5% | +4.2% |
| 30D | -3.5% | -1.2% | -2.4% | -3.5% |
| 3M | +9.8% | -13.3% | +23.1% | +13.1% |
| 6M | +10.8% | -19.8% | +30.5% | +14.9% |
| YTD | +15.9% | -7.9% | +23.9% | +14.9% |
| 1Y | +16.4% | +60.2% | -43.7% | -2.6% |
| 3Y | +62.1% | -26.4% | +88.5% | +56.4% |
| 5Y | +62.9% | -42.5% | +105.5% | +58.9% |
| 10Y | +267.8% | +83.0% | +184.8% | +102.5% |
| All | +267.8% | +78.9% | +188.8% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling