+132.3%
AA vs EMB
+29.7%
+102.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.7% |
| 30D | -1.6% | -0.3% | -1.3% | -1.1% |
| 3M | -29.8% | -0.3% | -29.5% | -29.4% |
| 6M | -16.6% | +0.7% | -17.4% | -17.6% |
| YTD | -4.0% | +1.3% | -5.3% | -6.0% |
| 1Y | +63.5% | +4.7% | +58.8% | +51.4% |
| 3Y | +86.8% | +30.1% | +56.7% | +22.1% |
| 5Y | +12.4% | +6.9% | +5.5% | +3.2% |
| 10Y | +132.3% | +30.7% | +101.6% | +77.9% |
| All | +132.3% | +29.7% | +102.6% | +77.9% |
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