+830.6%
EEM vs AU
+403.9%
+426.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.3% |
| 7D | -0.7% | -7.0% | +6.3% | +0.7% |
| 30D | +2.4% | +7.3% | -4.9% | +0.7% |
| 3M | +4.2% | +33.2% | -29.1% | -2.2% |
| 6M | +14.8% | -0.6% | +15.4% | +13.5% |
| YTD | +23.1% | +26.2% | -3.1% | +15.5% |
| 1Y | +32.5% | +68.3% | -35.7% | +16.6% |
| 3Y | +85.9% | +592.1% | -506.2% | +18.6% |
| 5Y | +43.6% | +685.3% | -641.7% | -13.9% |
| 10Y | +127.2% | +682.5% | -555.3% | +17.6% |
| All | +830.6% | +403.9% | +426.8% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling