+15.0%
EEM vs AR
+14.7%
+0.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.1% | 0.0% |
| 7D | -3.0% | -11.1% | +8.1% | -4.4% |
| 30D | -10.3% | +7.9% | -18.2% | -9.3% |
| 3M | -6.6% | +4.9% | -11.5% | -5.7% |
| 6M | -3.4% | -5.3% | +1.9% | -2.7% |
| YTD | +13.2% | +8.6% | +4.6% | +13.0% |
| 1Y | +15.0% | +13.7% | +1.3% | +14.2% |
| All | +15.0% | +14.7% | +0.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling