+34.6%
EEM vs AME
+77.3%
-42.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -6.2% | -4.1% | -2.1% | -4.7% |
| 3M | -5.2% | -6.3% | +1.2% | -2.8% |
| 6M | -8.1% | +3.5% | -11.7% | -9.5% |
| YTD | +14.0% | +17.3% | -3.3% | +7.2% |
| 1Y | +13.8% | +22.0% | -8.2% | +5.5% |
| 3Y | +73.7% | +62.0% | +11.7% | +40.5% |
| 5Y | +34.6% | +78.5% | -43.9% | -0.1% |
| All | +34.6% | +77.3% | -42.7% | -0.1% |
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