+3,354.6%
ASX vs EME
+10,638.9%
-7,284.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.7% |
| 7D | -9.1% | -8.8% | -0.4% | -5.2% |
| 30D | -23.6% | -18.2% | -5.4% | -16.5% |
| 3M | -5.6% | -20.2% | +14.6% | +4.1% |
| 6M | +4.7% | -29.9% | +34.6% | +22.4% |
| YTD | +122.6% | +5.7% | +116.9% | +122.3% |
| 1Y | +133.0% | -1.5% | +134.5% | +138.8% |
| 3Y | +367.1% | +208.4% | +158.7% | +204.5% |
| 5Y | +504.7% | +401.9% | +102.9% | +226.5% |
| 10Y | +887.2% | +914.2% | -27.0% | +286.4% |
| All | +3,354.6% | +10,638.9% | -7,284.3% | +635.9% |
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