+211.7%
AEP vs EMR
+279.2%
-67.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +2.8% | 0.0% | +2.5% |
| 30D | +3.2% | +3.7% | -0.5% | +2.6% |
| 3M | +3.8% | +2.0% | +1.8% | +3.4% |
| 6M | +2.5% | +22.1% | -19.6% | -0.6% |
| YTD | +15.5% | +27.2% | -11.8% | +10.6% |
| 1Y | +9.6% | +32.0% | -22.4% | +4.3% |
| 3Y | +91.2% | +103.3% | -12.1% | +65.4% |
| 5Y | +88.2% | +88.2% | 0.0% | +63.6% |
| All | +211.7% | +279.2% | -67.5% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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