+36.4%
EEM vs ADVB
-3.0%
+39.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.6% |
| 7D | +2.0% | -13.0% | +15.0% | +1.8% |
| 30D | +5.1% | +7.5% | -2.4% | +5.2% |
| 3M | +4.6% | +129.1% | -124.5% | +6.0% |
| 6M | +17.8% | +71.7% | -53.9% | +18.7% |
| YTD | +25.8% | +45.5% | -19.7% | +26.9% |
| 1Y | +36.4% | -2.7% | +39.1% | +36.3% |
| All | +36.4% | -3.0% | +39.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling