+131.7%
EMB vs AEE
+307.5%
-175.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | -0.4% | +0.2% | -0.6% | -0.5% |
| 6M | +0.1% | -4.7% | +4.9% | +0.6% |
| YTD | +1.6% | +8.1% | -6.5% | +0.4% |
| 1Y | +5.6% | +8.5% | -2.9% | +4.3% |
| 3Y | +29.8% | +48.9% | -19.1% | +22.7% |
| 5Y | +7.3% | +39.9% | -32.6% | +1.8% |
| 10Y | +30.4% | +186.5% | -156.1% | +12.8% |
| All | +131.7% | +307.5% | -175.7% | +83.6% |
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