+3,552.3%
ASX vs EME
+12,442.1%
-8,889.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -0.7% | +1.9% | -2.6% | -1.5% |
| 30D | +2.0% | -8.3% | +10.3% | +5.5% |
| 3M | -1.3% | -10.7% | +9.4% | +3.9% |
| 6M | +71.4% | +1.9% | +69.5% | +71.9% |
| YTD | +135.3% | +23.5% | +111.9% | +119.2% |
| 1Y | +267.5% | +18.0% | +249.5% | +244.4% |
| 3Y | +388.5% | +236.1% | +152.4% | +204.2% |
| 5Y | +417.1% | +527.9% | -110.8% | +153.3% |
| 10Y | +872.7% | +1,252.8% | -380.0% | +237.2% |
| All | +3,552.3% | +12,442.1% | -8,889.8% | +625.9% |
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 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