+415.3%
ASX vs EME
+358.3%
+57.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.1% |
| 7D | -19.9% | -10.5% | -9.5% | -14.1% |
| 30D | -30.9% | -22.4% | -8.5% | -19.1% |
| 3M | -15.1% | -24.7% | +9.6% | +0.9% |
| 6M | -6.5% | -35.5% | +29.0% | +21.3% |
| YTD | +98.4% | -0.3% | +98.8% | +106.1% |
| 1Y | +107.9% | -6.7% | +114.6% | +122.9% |
| 3Y | +325.3% | +190.6% | +134.6% | +137.4% |
| All | +415.3% | +358.3% | +57.1% | +107.8% |
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