-24.2%
AR vs EME
+2,041.3%
-2,065.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +2.5% | +1.9% | +0.6% | +1.6% |
| 30D | +14.8% | -8.3% | +23.1% | +18.7% |
| 3M | +6.2% | -10.7% | +17.0% | +8.9% |
| 6M | +4.3% | +1.9% | +2.4% | -1.1% |
| YTD | +14.4% | +23.5% | -9.1% | -2.3% |
| 1Y | +21.3% | +18.0% | +3.4% | +4.1% |
| 3Y | +39.8% | +236.1% | -196.3% | -33.9% |
| 5Y | +142.1% | +527.9% | -385.8% | -19.3% |
| 10Y | +52.0% | +1,252.8% | -1,200.7% | -66.2% |
| All | -24.2% | +2,041.3% | -2,065.5% | -85.7% |
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