+7.5%
EMB vs AR
+99.4%
-91.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.9% | +7.4% | -8.3% | -1.1% |
| 30D | +0.4% | +5.8% | -5.4% | +0.1% |
| 3M | -3.1% | +5.2% | -8.3% | -3.3% |
| 6M | -2.1% | +5.4% | -7.5% | -2.3% |
| YTD | -1.1% | +12.4% | -13.5% | -1.8% |
| 1Y | -0.1% | +12.8% | -12.9% | -0.8% |
| 3Y | +29.6% | +47.2% | -17.6% | +26.4% |
| All | +7.5% | +99.4% | -91.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling