+746.2%
EEM vs AME
+5,365.6%
-4,619.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.7% | +5.9% | -3.2% | -1.1% |
| 30D | -5.4% | -1.9% | -3.5% | -4.4% |
| 3M | -8.6% | -5.4% | -3.3% | -5.7% |
| 6M | -8.9% | +4.9% | -13.8% | -12.0% |
| YTD | +11.9% | +18.5% | -6.5% | -0.3% |
| 1Y | +13.1% | +25.5% | -12.4% | -3.1% |
| 3Y | +70.7% | +63.0% | +7.6% | +18.4% |
| 5Y | +31.8% | +78.3% | -46.5% | -16.1% |
| 10Y | +119.5% | +447.1% | -327.6% | -43.3% |
| All | +746.2% | +5,365.6% | -4,619.4% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling