+69.8%
AA vs EME
+217.7%
-147.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +5.3% | +11.3% | -6.0% | +0.6% |
| 30D | -2.3% | -14.6% | +12.3% | +4.1% |
| 3M | -20.8% | -20.4% | -0.4% | -13.4% |
| 6M | -39.8% | -28.3% | -11.5% | -31.5% |
| YTD | -23.3% | +8.6% | -31.9% | -29.2% |
| 1Y | +1.8% | +3.2% | -1.4% | -3.6% |
| All | +69.8% | +217.7% | -147.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling