+15.0%
EEM vs AS
+3.3%
+11.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.3% | -0.4% |
| 7D | -3.0% | +13.8% | -16.8% | -6.0% |
| 30D | -10.3% | +16.7% | -27.0% | -13.8% |
| 3M | -6.6% | -11.5% | +4.9% | -3.9% |
| 6M | -3.4% | -5.5% | +2.1% | -2.6% |
| YTD | +13.2% | -14.2% | +27.4% | +14.2% |
| 1Y | +15.0% | +2.1% | +12.9% | +14.6% |
| All | +15.0% | +3.3% | +11.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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