+131.7%
EMB vs AEIS
+2,175.3%
-2,043.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | -0.3% | -14.6% | +14.3% | +0.6% |
| 3M | -0.4% | -12.4% | +12.0% | -0.1% |
| 6M | +0.1% | -15.0% | +15.1% | +0.3% |
| YTD | +1.6% | +34.3% | -32.7% | -1.3% |
| 1Y | +5.6% | +87.4% | -81.8% | +0.3% |
| 3Y | +29.8% | +139.8% | -109.9% | +20.1% |
| 5Y | +7.3% | +220.7% | -213.5% | -3.2% |
| 10Y | +30.4% | +531.6% | -501.2% | +11.4% |
| All | +131.7% | +2,175.3% | -2,043.5% | +84.5% |
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