+30.7%
EMB vs AME
+425.2%
-394.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -0.3% | -6.6% | +6.3% | +0.9% |
| 3M | -0.3% | +3.0% | -3.3% | -0.9% |
| 6M | +0.7% | +5.3% | -4.6% | -0.4% |
| YTD | +1.3% | +15.4% | -14.2% | -1.6% |
| 1Y | +4.7% | +26.8% | -22.1% | -0.1% |
| 3Y | +30.1% | +56.5% | -26.4% | +18.3% |
| 5Y | +6.9% | +85.2% | -78.4% | -6.7% |
| 10Y | +30.7% | +428.5% | -397.8% | +3.8% |
| All | +30.7% | +425.2% | -394.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling