+64.7%
EEM vs AS
+137.8%
-73.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -0.9% | +4.5% | -5.4% | -1.6% |
| 30D | -9.3% | +13.2% | -22.5% | -11.2% |
| 3M | -7.1% | -11.9% | +4.9% | -5.3% |
| 6M | -10.4% | -11.6% | +1.2% | -9.0% |
| YTD | +11.3% | -14.7% | +26.0% | +13.1% |
| 1Y | +11.3% | +5.7% | +5.5% | +9.7% |
| All | +64.7% | +137.8% | -73.0% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling