+34.6%
EEM vs AA
-11.0%
+45.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.2% | +1.9% |
| 7D | +0.7% | +1.1% | -0.5% | +0.5% |
| 30D | -6.2% | -1.3% | -5.0% | -6.0% |
| 3M | -5.2% | -23.9% | +18.7% | -0.4% |
| 6M | -8.1% | -36.8% | +28.7% | -0.7% |
| YTD | +14.0% | -22.2% | +36.2% | +17.5% |
| 1Y | +13.8% | +10.4% | +3.5% | +9.5% |
| 3Y | +73.7% | +72.0% | +1.7% | +47.3% |
| 5Y | +34.6% | -15.6% | +50.2% | +23.8% |
| All | +34.6% | -11.0% | +45.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling