+1,458.3%
AEP vs EME
+62,686.5%
-61,228.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | +2.0% | +5.2% | -3.2% | +1.3% |
| 30D | +0.5% | -5.4% | +5.9% | +1.2% |
| 3M | -0.3% | -6.1% | +5.8% | 0.0% |
| 6M | -3.5% | +9.7% | -13.1% | -5.6% |
| YTD | +11.3% | +26.6% | -15.3% | +6.4% |
| 1Y | +20.2% | +24.6% | -4.4% | +14.6% |
| 3Y | +79.8% | +249.6% | -169.8% | +42.3% |
| 5Y | +65.6% | +556.6% | -491.0% | +17.3% |
| 10Y | +169.3% | +1,286.6% | -1,117.3% | +63.1% |
| All | +1,458.3% | +62,686.5% | -61,228.2% | +556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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