+189.5%
AA vs EME
+61,143.5%
-60,954.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.9% |
| 7D | -0.7% | +1.9% | -2.6% | -1.6% |
| 30D | +5.0% | -8.3% | +13.3% | +9.1% |
| 3M | -35.8% | -10.7% | -25.1% | -33.2% |
| 6M | -18.4% | +1.9% | -20.3% | -21.0% |
| YTD | -5.5% | +23.5% | -28.9% | -16.7% |
| 1Y | +61.0% | +18.0% | +43.0% | +43.9% |
| 3Y | +66.2% | +236.1% | -169.9% | -13.6% |
| 5Y | +11.4% | +527.9% | -516.5% | -57.5% |
| 10Y | +116.9% | +1,252.8% | -1,135.9% | -40.0% |
| All | +189.5% | +61,143.5% | -60,954.0% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling