+132.3%
EEM vs AR
+43.0%
+89.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +5.1% | +5.5% | -0.5% | +4.6% |
| 3M | +4.6% | +12.9% | -8.3% | +3.3% |
| 6M | +17.8% | +0.1% | +17.7% | +17.3% |
| YTD | +25.8% | +13.5% | +12.3% | +23.7% |
| 1Y | +36.4% | +21.6% | +14.8% | +33.1% |
| 3Y | +90.0% | +46.0% | +44.0% | +80.1% |
| 5Y | +46.6% | +143.7% | -97.2% | +30.5% |
| 10Y | +132.3% | +44.3% | +88.0% | +123.1% |
| All | +132.3% | +43.0% | +89.2% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling