+408.6%
AEM vs EMB
+36.8%
+371.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.2% |
| 7D | -5.6% | -0.7% | -5.0% | -4.8% |
| 30D | -3.9% | +0.5% | -4.4% | -4.3% |
| 3M | -3.4% | -2.5% | -1.0% | -0.4% |
| 6M | -9.0% | -2.0% | -7.0% | -6.4% |
| YTD | +5.9% | -0.9% | +6.8% | +8.0% |
| 1Y | +4.0% | -0.3% | +4.3% | +5.4% |
| 3Y | +298.8% | +29.2% | +269.6% | +209.7% |
| 5Y | +250.7% | +7.4% | +243.3% | +222.0% |
| All | +408.6% | +36.8% | +371.8% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling