+57.0%
AME vs EME
+240.3%
-183.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.6% |
| 30D | -6.6% | -6.8% | +0.2% | -5.0% |
| 3M | +3.0% | -8.8% | +11.8% | +4.9% |
| 6M | +5.3% | +5.0% | +0.3% | +3.7% |
| YTD | +15.4% | +23.5% | -8.1% | +9.3% |
| 1Y | +26.8% | +21.3% | +5.5% | +17.3% |
| All | +57.0% | +240.3% | -183.4% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling