+170.8%
AEP vs EMB
+30.4%
+140.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.0% | -1.1% | +0.1% | -0.3% |
| 30D | -0.1% | -1.1% | +1.0% | +0.6% |
| 3M | -3.2% | -0.8% | -2.4% | -2.8% |
| 6M | -5.3% | -0.1% | -5.2% | -5.3% |
| YTD | +9.5% | +0.4% | +9.1% | +9.2% |
| 1Y | +17.5% | +3.3% | +14.2% | +15.1% |
| 3Y | +77.0% | +29.0% | +47.9% | +51.1% |
| 5Y | +66.4% | +6.3% | +60.0% | +57.4% |
| All | +170.8% | +30.4% | +140.4% | +130.8% |
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