+29.6%
EMB vs AU
+699.0%
-669.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.2% | -4.3% | +3.1% | -0.9% |
| 30D | -1.3% | +7.3% | -8.6% | -1.8% |
| 3M | -1.8% | +26.3% | -28.1% | -3.4% |
| 6M | +0.2% | +1.8% | -1.6% | -0.5% |
| YTD | +0.4% | +26.8% | -26.4% | -1.9% |
| 1Y | +2.8% | +66.7% | -63.9% | -1.5% |
| 3Y | +29.1% | +579.1% | -549.9% | +11.1% |
| 5Y | +6.3% | +689.3% | -683.1% | -10.5% |
| All | +29.6% | +699.0% | -669.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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