+749.3%
EEM vs AA
+5.7%
+743.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | +5.3% | +5.3% | 0.0% | +3.5% |
| 30D | -7.0% | -2.3% | -4.7% | -6.4% |
| 3M | -8.0% | -20.8% | +12.8% | -1.1% |
| 6M | -6.6% | -39.8% | +33.2% | +8.4% |
| YTD | +12.3% | -23.3% | +35.6% | +18.1% |
| 1Y | +12.2% | +1.8% | +10.3% | +6.8% |
| 3Y | +71.2% | +69.5% | +1.7% | +25.6% |
| 5Y | +32.2% | -18.0% | +50.2% | +10.5% |
| 10Y | +120.3% | +45.7% | +74.7% | +7.5% |
| All | +749.3% | +5.7% | +743.5% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling