+854.3%
EEM vs APH
+15,526.1%
-14,671.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.3% |
| 7D | +2.3% | +5.0% | -2.6% | -0.5% |
| 30D | +4.5% | -3.9% | +8.4% | +6.5% |
| 3M | -0.1% | +13.0% | -13.0% | -7.5% |
| 6M | +16.9% | +25.2% | -8.2% | +0.6% |
| YTD | +26.2% | +22.9% | +3.3% | +7.1% |
| 1Y | +40.5% | +47.8% | -7.3% | +5.7% |
| 3Y | +86.2% | +283.0% | -196.8% | -25.5% |
| 5Y | +45.5% | +349.7% | -304.2% | -48.7% |
| 10Y | +128.6% | +1,061.2% | -932.6% | -57.7% |
| All | +854.3% | +15,526.1% | -14,671.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling