+0.6%
EMB vs AS
+3.3%
-2.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.6% |
| 7D | +0.7% | +13.8% | -13.1% | -0.2% |
| 30D | +2.3% | +16.7% | -14.3% | +1.2% |
| 3M | -2.5% | -11.5% | +9.0% | -1.7% |
| 6M | -1.1% | -5.5% | +4.4% | -0.9% |
| YTD | -0.6% | -14.2% | +13.6% | -0.5% |
| 1Y | +0.6% | +2.1% | -1.4% | +0.5% |
| All | +0.6% | +3.3% | -2.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling