-2.1%
EMB vs AEE
+7.0%
-9.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | +0.4% | +9.7% | -9.4% | -0.2% |
| 3M | -3.1% | +5.9% | -9.0% | -3.7% |
| 6M | -2.1% | +6.7% | -8.8% | -2.8% |
| All | -2.1% | +7.0% | -9.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 6mo: compounded portfolio wealth divided by compounded AEE 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…
6mo analysis · Full analysis span regression · 6 months rolling