+44.0%
EEM vs AUR
-35.0%
+79.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +2.0% | +11.1% | -9.1% | +1.1% |
| 30D | +5.1% | -6.9% | +12.0% | +5.5% |
| 3M | +4.6% | +5.5% | -0.9% | +3.9% |
| 6M | +17.8% | +41.0% | -23.2% | +14.1% |
| YTD | +25.8% | +69.3% | -43.5% | +20.1% |
| 1Y | +36.4% | +14.0% | +22.4% | +33.5% |
| 3Y | +90.0% | +90.1% | -0.1% | +69.5% |
| 5Y | +46.6% | -34.4% | +81.0% | +29.6% |
| All | +44.0% | -35.0% | +79.0% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling