+130.8%
AA vs EME
+53,473.8%
-53,343.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +0.5% | +8.4% | -7.9% | -3.2% |
| 30D | -0.6% | -11.5% | +10.9% | +4.9% |
| 3M | -19.7% | -20.6% | +1.0% | -11.3% |
| 6M | -41.6% | -28.5% | -13.1% | -33.1% |
| YTD | -24.6% | +8.0% | -32.6% | -29.9% |
| 1Y | +4.9% | +6.8% | -1.9% | -1.8% |
| 3Y | +66.8% | +213.9% | -147.1% | -11.1% |
| 5Y | -19.4% | +414.8% | -434.2% | -66.4% |
| 10Y | +43.1% | +916.9% | -873.8% | -55.5% |
| All | +130.8% | +53,473.8% | -53,343.0% | -66.6% |
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