+672.3%
AU vs EME
+1,362.1%
-689.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | -4.3% | +3.5% | -7.8% | -4.5% |
| 30D | +7.3% | -6.3% | +13.6% | +7.8% |
| 3M | +26.3% | -3.8% | +30.1% | +26.3% |
| 6M | +1.8% | +8.5% | -6.7% | +1.1% |
| YTD | +26.8% | +27.8% | -1.0% | +25.2% |
| 1Y | +66.7% | +22.2% | +44.5% | +64.7% |
| 3Y | +579.1% | +253.5% | +325.6% | +562.6% |
| 5Y | +689.3% | +578.6% | +110.7% | +679.0% |
| All | +672.3% | +1,362.1% | -689.8% | +638.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling