+44.6%
AU vs EME
-3.1%
+47.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -9.6% | +17.6% | +11.5% |
| 7D | +0.8% | -5.8% | +6.5% | +2.1% |
| 30D | -7.0% | -17.9% | +11.0% | -0.1% |
| 3M | +8.5% | -22.0% | +30.5% | +18.7% |
| 6M | -1.3% | -29.7% | +28.4% | +14.5% |
| YTD | +6.8% | +4.7% | +2.0% | -0.9% |
| 1Y | +44.6% | -2.1% | +46.7% | +42.8% |
| All | +44.6% | -3.1% | +47.7% | +42.8% |
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 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