+66.8%
AA vs EMB
+29.8%
+37.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.2% |
| 7D | +0.5% | -0.9% | +1.4% | +3.0% |
| 30D | -0.6% | +0.4% | -0.9% | -1.3% |
| 3M | -19.7% | -3.1% | -16.5% | -12.8% |
| 6M | -41.6% | -2.1% | -39.5% | -38.0% |
| YTD | -24.6% | -1.1% | -23.5% | -22.3% |
| 1Y | +4.9% | -0.1% | +4.9% | +5.3% |
| 3Y | +66.8% | +29.6% | +37.2% | -1.5% |
| All | +66.8% | +29.8% | +37.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling