+79.8%
AEP vs EMB
+30.2%
+49.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | +0.5% | -0.5% | +1.0% | +0.9% |
| 3M | -0.3% | +0.3% | -0.6% | -0.6% |
| 6M | -3.5% | +1.2% | -4.6% | -4.4% |
| YTD | +11.3% | +1.5% | +9.8% | +9.9% |
| 1Y | +20.2% | +4.8% | +15.4% | +15.6% |
| 3Y | +79.8% | +30.4% | +49.4% | +39.0% |
| All | +79.8% | +30.2% | +49.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling