+17.0%
AR vs EME
+21.8%
-4.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.0% |
| 7D | -2.5% | +3.5% | -6.0% | -2.5% |
| 30D | +2.5% | -6.3% | +8.9% | +2.6% |
| 3M | +12.3% | -3.8% | +16.1% | +12.4% |
| 6M | -3.1% | +8.5% | -11.6% | -5.1% |
| YTD | +11.5% | +27.8% | -16.3% | +5.0% |
| 1Y | +17.0% | +22.2% | -5.2% | +10.9% |
| All | +17.0% | +21.8% | -4.8% | +10.9% |
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 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