+143.7%
AR vs EME
+544.7%
-401.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | -1.2% | +2.7% | -3.9% | -2.2% |
| 30D | +5.5% | -6.8% | +12.3% | +7.8% |
| 3M | +12.9% | -8.8% | +21.7% | +14.6% |
| 6M | +0.1% | +5.0% | -4.9% | -5.6% |
| YTD | +13.5% | +23.5% | -10.0% | -1.7% |
| 1Y | +21.6% | +21.3% | +0.3% | +4.1% |
| 3Y | +46.0% | +241.1% | -195.1% | -32.8% |
| 5Y | +143.7% | +549.2% | -405.4% | -28.2% |
| All | +143.7% | +544.7% | -401.0% | -28.2% |
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