+854.3%
EEM vs AME
+5,258.7%
-4,404.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.8% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | +4.5% | -6.7% | +11.2% | +9.2% |
| 3M | -0.1% | +4.1% | -4.1% | -2.7% |
| 6M | +16.9% | +1.6% | +15.4% | +15.5% |
| YTD | +26.2% | +16.1% | +10.1% | +14.2% |
| 1Y | +40.5% | +27.3% | +13.2% | +19.0% |
| 3Y | +86.2% | +50.9% | +35.3% | +36.2% |
| 5Y | +45.5% | +81.4% | -35.9% | -8.5% |
| 10Y | +128.6% | +417.0% | -288.3% | -38.4% |
| All | +854.3% | +5,258.7% | -4,404.4% | -44.1% |
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 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