+29.7%
EMB vs AR
+45.1%
-15.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.3% | -1.8% | +2.1% | +0.3% |
| 30D | -0.5% | +12.6% | -13.1% | -0.9% |
| 3M | +0.3% | +10.0% | -9.7% | 0.0% |
| 6M | +1.2% | +0.6% | +0.5% | +1.0% |
| YTD | +1.5% | +13.4% | -11.9% | +0.9% |
| 1Y | +4.8% | +21.7% | -16.9% | +3.9% |
| 3Y | +30.4% | +45.8% | -15.5% | +27.7% |
| 5Y | +7.3% | +144.3% | -137.0% | +2.7% |
| 10Y | +29.7% | +41.8% | -12.1% | +16.5% |
| All | +29.7% | +45.1% | -15.4% | +16.5% |
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