+43.6%
EEM vs AEM
+294.2%
-250.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.4% |
| 30D | +2.4% | +8.5% | -6.1% | +0.4% |
| 3M | +4.2% | +29.3% | -25.1% | -1.8% |
| 6M | +14.8% | -12.9% | +27.7% | +16.6% |
| YTD | +23.1% | +16.8% | +6.3% | +18.2% |
| 1Y | +32.5% | +29.8% | +2.7% | +24.2% |
| 3Y | +85.9% | +336.7% | -250.8% | +35.7% |
| 5Y | +43.6% | +299.9% | -256.4% | +5.1% |
| All | +43.6% | +294.2% | -250.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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