+96.9%
AU vs EME
+19.7%
+77.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.9% |
| 7D | -3.6% | +1.9% | -5.5% | -4.3% |
| 30D | +23.9% | -8.3% | +32.1% | +27.6% |
| 3M | +19.1% | -10.7% | +29.8% | +23.3% |
| 6M | -0.2% | +1.9% | -2.1% | -1.8% |
| YTD | +32.5% | +23.5% | +9.0% | +24.0% |
| 1Y | +96.9% | +18.0% | +79.0% | +70.7% |
| All | +96.9% | +19.7% | +77.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling