+856.1%
EEM vs AEM
+2,426.5%
-1,570.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +3.1% | +4.3% | -1.2% | +2.2% |
| 30D | +4.9% | +13.1% | -8.3% | +2.1% |
| 3M | +5.2% | +24.8% | -19.6% | +0.2% |
| 6M | +20.7% | -8.2% | +28.9% | +21.8% |
| YTD | +26.5% | +19.8% | +6.6% | +20.7% |
| 1Y | +37.8% | +32.1% | +5.8% | +28.5% |
| 3Y | +91.0% | +348.2% | -257.2% | +37.8% |
| 5Y | +47.0% | +297.5% | -250.4% | +6.2% |
| 10Y | +125.6% | +343.3% | -217.7% | +48.7% |
| All | +856.1% | +2,426.5% | -1,570.4% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling