+8.0%
EMB vs AEIS
+145.7%
-137.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.5% | -6.9% | +7.4% | +0.9% |
| 30D | +0.9% | -23.2% | +24.1% | +2.6% |
| 3M | -2.1% | -29.5% | +27.4% | 0.0% |
| 6M | -2.2% | -37.9% | +35.7% | +0.3% |
| YTD | -0.6% | +6.0% | -6.6% | -3.9% |
| 1Y | +0.2% | +1.2% | -1.0% | -2.8% |
| 3Y | +29.5% | +150.0% | -120.4% | +10.2% |
| 5Y | +8.0% | +141.9% | -133.9% | -10.4% |
| All | +8.0% | +145.7% | -137.7% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling