+85.9%
EEM vs AU
+577.5%
-491.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.6% |
| 30D | +2.1% | +7.3% | -5.2% | +0.7% |
| 3M | +1.0% | +26.3% | -25.3% | -3.2% |
| 6M | +15.9% | +1.8% | +14.2% | +14.0% |
| YTD | +24.6% | +26.8% | -2.2% | +19.2% |
| 1Y | +32.3% | +66.7% | -34.4% | +22.0% |
| 3Y | +85.9% | +579.1% | -493.2% | +41.4% |
| All | +85.9% | +577.5% | -491.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling