+103.8%
EEM vs AR
+47.5%
+56.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -2.8% | -14.3% | +11.5% | -1.6% |
| 30D | -11.9% | +1.4% | -13.4% | -12.1% |
| 3M | -8.8% | +3.4% | -12.1% | -9.2% |
| 6M | -11.6% | -2.1% | -9.6% | -11.8% |
| YTD | +9.0% | +4.7% | +4.3% | +7.8% |
| 1Y | +10.6% | +10.6% | 0.0% | +8.7% |
| 3Y | +64.4% | +24.6% | +39.8% | +57.9% |
| 5Y | +31.0% | +71.9% | -40.8% | +20.2% |
| All | +103.8% | +47.5% | +56.3% | +92.5% |
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