+55.2%
EMB vs AR
-33.4%
+88.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.1% | -14.3% | +14.2% | +0.4% |
| 30D | +1.3% | +1.4% | -0.1% | +1.2% |
| 3M | -2.7% | +3.4% | -6.1% | -2.9% |
| 6M | -2.8% | -2.1% | -0.8% | -2.9% |
| YTD | -1.1% | +4.7% | -5.8% | -1.5% |
| 1Y | 0.0% | +10.6% | -10.6% | -0.6% |
| 3Y | +28.8% | +24.6% | +4.2% | +26.9% |
| 5Y | +6.0% | +71.9% | -65.9% | +2.7% |
| 10Y | +29.1% | +46.4% | -17.2% | +16.8% |
| All | +55.2% | -33.4% | +88.5% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling