+128.5%
EEM vs AA
+122.9%
+5.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -3.4% | +2.2% | -0.6% |
| 30D | +2.1% | -5.8% | +7.9% | +3.1% |
| 3M | +1.0% | -29.9% | +30.9% | +7.5% |
| 6M | +15.9% | -27.0% | +42.9% | +21.6% |
| YTD | +24.6% | -8.7% | +33.4% | +24.7% |
| 1Y | +32.3% | +50.6% | -18.4% | +19.5% |
| 3Y | +85.9% | +74.1% | +11.8% | +56.7% |
| 5Y | +45.4% | +2.6% | +42.8% | +27.7% |
| All | +128.5% | +122.9% | +5.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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