+12,495.3%
AME vs EME
+61,143.5%
-48,648.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +0.6% | +1.9% | -1.3% | 0.0% |
| 30D | -6.7% | -8.3% | +1.6% | -4.2% |
| 3M | +4.1% | -10.7% | +14.8% | +6.9% |
| 6M | +1.6% | +1.9% | -0.3% | -0.1% |
| YTD | +16.1% | +23.5% | -7.3% | +7.0% |
| 1Y | +27.3% | +18.0% | +9.4% | +17.1% |
| 3Y | +50.9% | +236.1% | -185.2% | -4.3% |
| 5Y | +81.4% | +527.9% | -446.5% | -6.9% |
| 10Y | +417.0% | +1,252.8% | -835.8% | +104.3% |
| All | +12,495.3% | +61,143.5% | -48,648.2% | +3,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling