+91.0%
EEM vs AME
+55.3%
+35.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.1% | +2.8% | +0.3% | +2.0% |
| 30D | +4.9% | -6.3% | +11.1% | +7.4% |
| 3M | +5.2% | +5.4% | -0.2% | +3.3% |
| 6M | +20.7% | +7.4% | +13.3% | +17.7% |
| YTD | +26.5% | +16.2% | +10.3% | +20.9% |
| 1Y | +37.8% | +26.8% | +11.0% | +28.5% |
| 3Y | +91.0% | +57.5% | +33.5% | +62.6% |
| All | +91.0% | +55.3% | +35.7% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling