+211.0%
AEP vs EMR
+279.1%
-68.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.5% | +2.7% | -0.2% | +2.1% |
| 30D | +3.4% | +2.1% | +1.3% | +3.0% |
| 3M | +4.2% | +2.3% | +2.0% | +3.8% |
| 6M | -0.8% | +22.5% | -23.3% | -3.9% |
| YTD | +15.2% | +27.2% | -12.0% | +10.4% |
| 1Y | +8.3% | +28.0% | -19.7% | +3.6% |
| 3Y | +84.2% | +103.4% | -19.3% | +59.3% |
| 5Y | +87.8% | +88.2% | -0.3% | +63.3% |
| All | +211.0% | +279.1% | -68.1% | +149.9% |
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