+2,319.9%
AEP vs EMR
+4,407.2%
-2,087.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.2% |
| 30D | +3.2% | +3.3% | -0.1% | +2.3% |
| 3M | +3.8% | +1.7% | +2.2% | +3.2% |
| 6M | +2.5% | +21.7% | -19.2% | -2.9% |
| YTD | +15.5% | +26.8% | -11.3% | +7.3% |
| 1Y | +9.6% | +31.6% | -21.9% | +0.8% |
| 3Y | +91.2% | +102.5% | -11.4% | +53.2% |
| 5Y | +88.2% | +87.5% | +0.7% | +52.2% |
| 10Y | +205.1% | +279.1% | -74.0% | +91.6% |
| All | +2,319.9% | +4,407.2% | -2,087.2% | +668.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling