+125.6%
EMB vs AEE
+342.3%
-216.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | +0.4% | +9.7% | -9.4% | -0.8% |
| 3M | -3.1% | +5.9% | -9.0% | -3.8% |
| 6M | -2.1% | +6.7% | -8.8% | -3.0% |
| YTD | -1.1% | +17.4% | -18.4% | -3.2% |
| 1Y | -0.1% | +12.7% | -12.7% | -1.7% |
| 3Y | +29.6% | +68.2% | -38.6% | +20.6% |
| 5Y | +7.2% | +57.3% | -50.1% | +0.3% |
| 10Y | +35.5% | +220.6% | -185.1% | +15.6% |
| All | +125.6% | +342.3% | -216.7% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling