+15.0%
EEM vs AUR
-17.4%
+32.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.7% |
| 7D | -3.0% | -19.8% | +16.9% | +0.8% |
| 30D | -10.3% | -29.0% | +18.7% | -4.9% |
| 3M | -6.6% | -43.6% | +36.9% | +2.9% |
| 6M | -3.4% | -36.6% | +33.3% | +3.6% |
| YTD | +13.2% | +6.3% | +7.0% | +11.7% |
| 1Y | +15.0% | -9.0% | +24.0% | +14.5% |
| All | +15.0% | -17.4% | +32.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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