+46.6%
EEM vs AME
+83.9%
-37.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.4% |
| 30D | +5.1% | -6.6% | +11.6% | +7.9% |
| 3M | +4.6% | +3.0% | +1.6% | +3.4% |
| 6M | +17.8% | +5.3% | +12.5% | +15.4% |
| YTD | +25.8% | +15.4% | +10.4% | +19.4% |
| 1Y | +36.4% | +26.8% | +9.6% | +24.9% |
| 3Y | +90.0% | +56.5% | +33.5% | +57.0% |
| 5Y | +46.6% | +85.2% | -38.7% | +10.6% |
| All | +46.6% | +83.9% | -37.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling