+39.2%
AEM vs EME
+19.7%
+19.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -0.5% | +1.9% | -2.4% | -1.0% |
| 30D | +24.0% | -8.3% | +32.3% | +26.5% |
| 3M | +16.1% | -10.7% | +26.8% | +18.8% |
| 6M | -11.6% | +1.9% | -13.5% | -12.2% |
| YTD | +21.5% | +23.5% | -1.9% | +17.7% |
| 1Y | +39.2% | +18.0% | +21.2% | +28.5% |
| All | +39.2% | +19.7% | +19.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling