-42.3%
AA vs EMB
+126.0%
-168.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -16.3% | -2.7% | -13.6% | -13.1% |
| 6M | -37.1% | -2.8% | -34.3% | -34.4% |
| YTD | -25.0% | -1.1% | -23.9% | -23.7% |
| 1Y | +8.6% | 0.0% | +8.6% | +9.0% |
| 3Y | +57.2% | +28.8% | +28.4% | +16.2% |
| 5Y | -13.0% | +6.0% | -19.0% | -17.9% |
| 10Y | +65.5% | +29.1% | +36.4% | +31.5% |
| All | -42.3% | +126.0% | -168.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling