+131.7%
EMB vs AME
+1,199.9%
-1,068.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.3% | -6.7% | +6.4% | +0.5% |
| 3M | -0.4% | +4.1% | -4.5% | -1.0% |
| 6M | +0.1% | +1.6% | -1.5% | -0.2% |
| YTD | +1.6% | +16.1% | -14.6% | -0.5% |
| 1Y | +5.6% | +27.3% | -21.7% | +2.2% |
| 3Y | +29.8% | +50.9% | -21.0% | +22.4% |
| 5Y | +7.3% | +81.4% | -74.1% | -1.6% |
| 10Y | +30.4% | +417.0% | -386.5% | +6.7% |
| All | +131.7% | +1,199.9% | -1,068.2% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling