-25.5%
AR vs EME
+1,773.1%
-1,798.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +7.4% | +8.4% | -1.0% | +3.6% |
| 30D | +5.8% | -11.5% | +17.2% | +10.8% |
| 3M | +5.2% | -20.6% | +25.8% | +14.6% |
| 6M | +5.4% | -28.5% | +33.9% | +17.9% |
| YTD | +12.4% | +8.0% | +4.4% | +0.7% |
| 1Y | +12.8% | +6.8% | +6.1% | +1.3% |
| 3Y | +47.2% | +213.9% | -166.7% | -29.5% |
| 5Y | +101.1% | +414.8% | -313.7% | -27.3% |
| 10Y | +57.6% | +916.9% | -859.3% | -60.5% |
| All | -25.5% | +1,773.1% | -1,798.6% | -85.2% |
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 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