+456.0%
AEP vs EMB
+132.1%
+323.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -1.8% | -0.4% | -1.4% | -1.7% |
| 6M | -5.4% | +0.1% | -5.5% | -5.5% |
| YTD | +10.4% | +1.6% | +8.9% | +9.6% |
| 1Y | +18.2% | +5.6% | +12.5% | +15.0% |
| 3Y | +79.0% | +29.8% | +49.1% | +58.1% |
| 5Y | +64.8% | +7.3% | +57.6% | +57.3% |
| 10Y | +170.8% | +30.4% | +140.4% | +138.9% |
| All | +456.0% | +132.1% | +323.9% | +398.1% |
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