+12.4%
AA vs EME
+544.7%
-532.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.7% |
| 7D | -0.6% | +2.7% | -3.4% | -2.0% |
| 30D | -1.6% | -6.8% | +5.2% | +1.7% |
| 3M | -29.8% | -8.8% | -21.0% | -27.4% |
| 6M | -16.6% | +5.0% | -21.6% | -20.8% |
| YTD | -4.0% | +23.5% | -27.5% | -16.8% |
| 1Y | +63.5% | +21.3% | +42.2% | +41.4% |
| 3Y | +86.8% | +241.1% | -154.3% | -17.1% |
| 5Y | +12.4% | +549.2% | -536.8% | -69.3% |
| All | +12.4% | +544.7% | -532.4% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling