-0.1%
EMB vs AEIS
+4.7%
-4.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | -0.1% |
| 7D | -0.9% | +11.5% | -12.4% | -1.2% |
| 30D | +0.4% | -15.8% | +16.1% | +0.7% |
| 3M | -3.1% | -33.3% | +30.2% | -2.1% |
| 6M | -2.1% | -35.2% | +33.1% | -1.3% |
| YTD | -1.1% | +5.0% | -6.1% | -2.5% |
| 1Y | -0.1% | +8.5% | -8.5% | -1.6% |
| All | -0.1% | +4.7% | -4.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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