+84.9%
AEP vs EMR
+88.6%
-3.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +4.9% | +3.5% | +1.4% | +4.5% |
| 3M | +4.9% | +5.9% | -1.1% | +4.1% |
| 6M | -0.3% | +19.4% | -19.7% | -2.5% |
| YTD | +14.3% | +27.7% | -13.4% | +10.1% |
| 1Y | +7.5% | +30.9% | -23.4% | +3.2% |
| 3Y | +82.6% | +104.2% | -21.5% | +53.3% |
| All | +84.9% | +88.6% | -3.7% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling