+125.6%
EEM vs AMC
-98.9%
+224.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +4.9% | -1.2% | +6.0% | +4.9% |
| 3M | +5.2% | +42.2% | -37.0% | +4.3% |
| 6M | +20.7% | +118.8% | -98.1% | +18.5% |
| YTD | +26.5% | +64.1% | -37.6% | +24.7% |
| 1Y | +37.8% | -9.5% | +47.4% | +37.3% |
| 3Y | +91.0% | -64.3% | +155.3% | +90.9% |
| 5Y | +47.0% | -99.5% | +146.5% | +52.9% |
| 10Y | +125.6% | -98.9% | +224.5% | +116.1% |
| All | +125.6% | -98.9% | +224.5% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling