-14.8%
AA vs EMB
+6.0%
-20.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.9% | -0.1% | +1.0% | +1.1% |
| 30D | -6.7% | +1.3% | -8.0% | -8.7% |
| 3M | -16.3% | -2.7% | -13.6% | -12.2% |
| 6M | -37.1% | -2.8% | -34.3% | -33.7% |
| YTD | -25.0% | -1.1% | -23.9% | -23.3% |
| 1Y | +8.6% | 0.0% | +8.6% | +9.1% |
| 3Y | +57.2% | +28.8% | +28.4% | +9.1% |
| All | -14.8% | +6.0% | -20.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling