+761.8%
EEM vs AME
+5,311.0%
-4,549.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +0.7% | +1.1% | -0.4% | 0.0% |
| 30D | -6.2% | -4.1% | -2.1% | -3.9% |
| 3M | -5.2% | -6.3% | +1.2% | -1.5% |
| 6M | -8.1% | +3.5% | -11.7% | -10.5% |
| YTD | +14.0% | +17.3% | -3.3% | +2.2% |
| 1Y | +13.8% | +22.0% | -8.2% | -0.7% |
| 3Y | +73.7% | +62.0% | +11.7% | +21.0% |
| 5Y | +34.6% | +78.5% | -43.9% | -14.4% |
| 10Y | +123.6% | +441.6% | -318.1% | -41.9% |
| All | +761.8% | +5,311.0% | -4,549.2% | -50.0% |
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