+126.7%
EMB vs AEIS
+1,695.7%
-1,568.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.5% | -6.9% | +7.4% | +0.8% |
| 30D | +0.9% | -23.2% | +24.1% | +2.2% |
| 3M | -2.1% | -29.5% | +27.4% | -0.5% |
| 6M | -2.2% | -37.9% | +35.7% | -0.3% |
| YTD | -0.6% | +6.0% | -6.6% | -2.4% |
| 1Y | +0.2% | +1.2% | -1.0% | -1.3% |
| 3Y | +29.5% | +150.0% | -120.4% | +19.1% |
| 5Y | +8.0% | +141.9% | -133.9% | -1.3% |
| 10Y | +35.3% | +356.2% | -320.8% | +17.2% |
| All | +126.7% | +1,695.7% | -1,568.9% | +82.4% |
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 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