+125.7%
EEM vs AME
+427.9%
-302.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +2.4% | -8.6% | +11.0% | +6.7% |
| 3M | +4.2% | +5.8% | -1.6% | +1.5% |
| 6M | +14.8% | +3.8% | +10.9% | +12.8% |
| YTD | +23.1% | +14.4% | +8.7% | +15.7% |
| 1Y | +32.5% | +25.8% | +6.8% | +18.9% |
| 3Y | +85.9% | +55.2% | +30.7% | +47.6% |
| 5Y | +43.6% | +85.5% | -42.0% | +2.5% |
| All | +125.7% | +427.9% | -302.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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