+42.4%
EEM vs ADVB
-95.9%
+138.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +42.7% | -44.1% | -1.6% |
| 7D | +5.3% | +74.2% | -68.9% | +5.1% |
| 30D | -7.0% | -35.9% | +28.9% | -7.1% |
| 3M | -8.0% | -56.4% | +48.4% | -8.1% |
| 6M | -6.6% | -36.7% | +30.1% | -7.4% |
| YTD | +12.3% | -43.3% | +55.7% | +10.9% |
| 1Y | +12.2% | -63.4% | +75.5% | +11.9% |
| All | +42.4% | -95.9% | +138.3% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling