+68.7%
EEM vs AS
+131.9%
-63.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.2% |
| 30D | -6.2% | +9.6% | -15.8% | -7.7% |
| 3M | -5.2% | -8.2% | +3.0% | -4.1% |
| 6M | -8.1% | -9.9% | +1.8% | -6.9% |
| YTD | +14.0% | -16.8% | +30.8% | +16.3% |
| 1Y | +13.8% | +3.0% | +10.8% | +12.7% |
| All | +68.7% | +131.9% | -63.2% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling