+78.5%
AME vs EME
+410.0%
-331.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +5.9% | +8.4% | -2.5% | +3.1% |
| 30D | -1.9% | -11.5% | +9.6% | +1.8% |
| 3M | -5.4% | -20.6% | +15.3% | +1.3% |
| 6M | +4.9% | -28.5% | +33.4% | +15.4% |
| YTD | +18.5% | +8.0% | +10.5% | +14.0% |
| 1Y | +25.5% | +6.8% | +18.7% | +21.1% |
| 3Y | +63.0% | +213.9% | -150.9% | -8.9% |
| All | +78.5% | +410.0% | -331.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling