+101.1%
AKAM vs EME
+1,362.1%
-1,261.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.4% |
| 7D | +1.5% | +3.5% | -2.0% | +0.6% |
| 30D | -13.0% | -6.3% | -6.7% | -11.7% |
| 3M | -19.4% | -3.8% | -15.6% | -19.1% |
| 6M | +0.3% | +8.5% | -8.2% | -2.3% |
| YTD | +22.4% | +27.8% | -5.4% | +14.2% |
| 1Y | +34.8% | +22.2% | +12.6% | +25.7% |
| 3Y | +1.9% | +253.5% | -251.5% | -29.6% |
| 5Y | -4.6% | +578.6% | -583.2% | -45.5% |
| All | +101.1% | +1,362.1% | -1,261.0% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling