+784.0%
AU vs EME
+17,015.1%
-16,231.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.2% |
| 7D | +0.6% | +2.7% | -2.1% | 0.0% |
| 30D | +12.3% | -6.8% | +19.1% | +13.8% |
| 3M | +29.4% | -8.8% | +38.2% | +31.2% |
| 6M | +3.2% | +5.0% | -1.8% | +1.7% |
| YTD | +31.8% | +23.5% | +8.3% | +25.4% |
| 1Y | +83.4% | +21.3% | +62.1% | +74.3% |
| 3Y | +623.1% | +241.1% | +382.0% | +437.3% |
| 5Y | +700.5% | +549.2% | +151.4% | +410.6% |
| 10Y | +717.6% | +1,306.4% | -588.8% | +299.3% |
| All | +784.0% | +17,015.1% | -16,231.1% | +196.6% |
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