+6.9%
EMB vs AEIS
+238.7%
-231.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | +6.5% | -6.4% | -0.5% |
| 30D | -0.3% | -9.2% | +8.9% | +0.4% |
| 3M | -0.3% | -8.3% | +8.1% | -0.3% |
| 6M | +0.7% | -6.3% | +7.1% | 0.0% |
| YTD | +1.3% | +36.5% | -35.2% | -3.4% |
| 1Y | +4.7% | +84.8% | -80.1% | -3.7% |
| 3Y | +30.1% | +176.6% | -146.5% | +11.9% |
| 5Y | +6.9% | +237.1% | -230.2% | -12.3% |
| All | +6.9% | +238.7% | -231.9% | -12.3% |
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