+113.4%
EEM vs AR
-27.2%
+140.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.3% | +2.5% | -0.2% | +2.1% |
| 30D | +4.5% | +14.8% | -10.3% | +3.2% |
| 3M | -0.1% | +6.2% | -6.3% | -0.8% |
| 6M | +16.9% | +4.3% | +12.7% | +16.0% |
| YTD | +26.2% | +14.4% | +11.9% | +23.9% |
| 1Y | +40.5% | +21.3% | +19.2% | +36.9% |
| 3Y | +86.2% | +39.8% | +46.4% | +76.5% |
| 5Y | +45.5% | +142.1% | -96.6% | +28.1% |
| 10Y | +128.6% | +52.0% | +76.6% | +103.4% |
| All | +113.4% | -27.2% | +140.6% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling