+35.3%
EMB vs AR
+52.4%
-17.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +0.5% | -5.8% | +6.3% | +0.7% |
| 30D | +0.9% | +4.8% | -3.9% | +0.7% |
| 3M | -2.1% | +1.5% | -3.6% | -2.2% |
| 6M | -2.2% | +4.7% | -6.9% | -2.5% |
| YTD | -0.6% | +9.2% | -9.8% | -1.1% |
| 1Y | +0.2% | +11.2% | -10.9% | -0.4% |
| 3Y | +29.5% | +46.2% | -16.7% | +26.9% |
| 5Y | +8.0% | +98.1% | -90.1% | +4.2% |
| 10Y | +35.3% | +54.5% | -19.2% | +19.4% |
| All | +35.3% | +52.4% | -17.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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