+124.8%
AAPL vs EME
+540.8%
-416.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +7.1% | -8.4% | +15.5% | +8.7% |
| 3M | +12.1% | -3.6% | +15.7% | +11.8% |
| 6M | +25.4% | +3.6% | +21.9% | +22.5% |
| YTD | +20.5% | +22.5% | -2.1% | +12.7% |
| 1Y | +44.5% | +18.2% | +26.3% | +34.7% |
| 3Y | +85.8% | +238.4% | -152.6% | +16.5% |
| 5Y | +124.8% | +550.5% | -425.8% | 0.0% |
| All | +124.8% | +540.8% | -416.1% | 0.0% |
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