+457.9%
AEM vs EMB
+132.1%
+325.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +24.0% | -0.3% | +24.3% | +24.4% |
| 3M | +16.1% | -0.4% | +16.5% | +16.7% |
| 6M | -11.6% | +0.1% | -11.7% | -11.3% |
| YTD | +21.5% | +1.6% | +20.0% | +20.6% |
| 1Y | +39.2% | +5.6% | +33.6% | +33.7% |
| 3Y | +347.4% | +29.8% | +317.6% | +264.8% |
| 5Y | +290.1% | +7.3% | +282.9% | +265.9% |
| 10Y | +357.8% | +30.4% | +327.4% | +274.5% |
| All | +457.9% | +132.1% | +325.7% | +228.9% |
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