+57.4%
AA vs EME
+18.7%
+38.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | -10.7% | -8.4% | -2.3% | -7.4% |
| 3M | -26.2% | -3.6% | -22.6% | -25.9% |
| 6M | -20.9% | +3.6% | -24.5% | -24.1% |
| YTD | -8.6% | +22.5% | -31.2% | -20.9% |
| 1Y | +57.4% | +18.2% | +39.2% | +32.4% |
| All | +57.4% | +18.7% | +38.7% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling