+205.1%
AEP vs EMB
+36.3%
+168.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +4.8% | +1.5% | +3.3% | +3.8% |
| 3M | +5.4% | -1.6% | +6.9% | +6.4% |
| 6M | +0.4% | -1.5% | +1.9% | +1.3% |
| YTD | +15.5% | -0.1% | +15.6% | +15.5% |
| 1Y | +8.5% | +0.5% | +8.0% | +8.1% |
| 3Y | +84.6% | +30.2% | +54.4% | +57.2% |
| 5Y | +86.9% | +8.6% | +78.3% | +74.5% |
| 10Y | +205.1% | +36.9% | +168.3% | +144.3% |
| All | +205.1% | +36.3% | +168.8% | +144.3% |
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