+481.3%
AEP vs EMB
+126.0%
+355.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +3.2% | +0.4% | +2.8% | +3.0% |
| 3M | +3.8% | -3.1% | +6.9% | +5.4% |
| 6M | +2.5% | -2.1% | +4.6% | +3.5% |
| YTD | +15.5% | -1.1% | +16.6% | +16.0% |
| 1Y | +9.6% | -0.1% | +9.7% | +9.6% |
| 3Y | +91.2% | +29.6% | +61.6% | +69.1% |
| 5Y | +88.2% | +7.2% | +81.0% | +79.9% |
| 10Y | +205.1% | +35.5% | +169.6% | +166.1% |
| All | +481.3% | +126.0% | +355.3% | +427.5% |
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