+13.7%
AR vs EME
-3.1%
+16.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.4% | -6.6% |
| 7D | -11.1% | -5.8% | -5.3% | -11.2% |
| 30D | +7.9% | -17.9% | +25.8% | +6.8% |
| 3M | +4.9% | -22.0% | +26.9% | +3.6% |
| 6M | -5.3% | -29.7% | +24.4% | -6.7% |
| YTD | +8.6% | +4.7% | +3.9% | +6.7% |
| 1Y | +13.7% | -2.1% | +15.8% | +15.0% |
| All | +13.7% | -3.1% | +16.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling