+386.3%
AEM vs EMB
+126.0%
+260.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | -6.8% | -0.9% | -5.9% | -6.0% |
| 30D | +0.8% | +0.4% | +0.5% | +0.6% |
| 3M | -0.8% | -3.1% | +2.3% | +2.2% |
| 6M | -8.5% | -2.1% | -6.5% | -6.4% |
| YTD | +5.9% | -1.1% | +7.0% | +7.8% |
| 1Y | +6.6% | -0.1% | +6.7% | +7.5% |
| 3Y | +302.2% | +29.6% | +272.6% | +229.6% |
| 5Y | +250.8% | +7.2% | +243.6% | +231.0% |
| 10Y | +406.1% | +35.5% | +370.6% | +306.4% |
| All | +386.3% | +126.0% | +260.2% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling