+6.3%
EMB vs AU
+673.1%
-666.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -1.1% | -7.0% | +5.9% | -0.7% |
| 30D | -1.1% | +7.3% | -8.3% | -1.6% |
| 3M | -0.8% | +33.2% | -34.0% | -2.8% |
| 6M | -0.1% | -0.6% | +0.6% | -0.6% |
| YTD | +0.4% | +26.2% | -25.7% | -2.0% |
| 1Y | +3.3% | +68.3% | -65.0% | -1.5% |
| 3Y | +29.0% | +592.1% | -563.1% | +7.0% |
| 5Y | +6.3% | +685.3% | -678.9% | -14.9% |
| All | +6.3% | +673.1% | -666.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling