+126.1%
EMB vs AEIS
+1,753.1%
-1,627.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | +23.2% | -23.9% | -1.9% |
| 30D | +0.5% | -17.0% | +17.5% | +1.4% |
| 3M | -2.5% | -32.2% | +29.7% | -0.6% |
| 6M | -2.0% | -32.6% | +30.5% | -0.6% |
| YTD | -0.9% | +9.4% | -10.2% | -2.8% |
| 1Y | -0.3% | +7.7% | -8.0% | -2.2% |
| 3Y | +29.2% | +157.9% | -128.8% | +18.5% |
| 5Y | +7.4% | +154.8% | -147.3% | -2.1% |
| 10Y | +35.8% | +355.2% | -319.5% | +17.5% |
| All | +126.1% | +1,753.1% | -1,627.0% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling