+45.0%
AA vs EMB
+31.5%
+13.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.3% |
| 7D | +1.2% | +0.5% | +0.7% | +0.5% |
| 30D | -5.0% | +0.9% | -5.9% | -6.5% |
| 3M | -22.2% | -2.1% | -20.1% | -19.0% |
| 6M | -36.3% | -2.2% | -34.1% | -33.4% |
| YTD | -24.2% | -0.6% | -23.6% | -23.1% |
| 1Y | +3.9% | +0.2% | +3.7% | +4.0% |
| 3Y | +67.6% | +29.5% | +38.0% | +9.2% |
| 5Y | -8.8% | +8.0% | -16.8% | -17.6% |
| 10Y | +45.0% | +35.3% | +9.6% | +5.0% |
| All | +45.0% | +31.5% | +13.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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