+213.9%
EME vs A
+64.5%
+149.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | +8.4% | -0.5% | +8.8% | +8.6% |
| 30D | -11.5% | 0.0% | -11.5% | -11.4% |
| 3M | -20.6% | +16.7% | -37.3% | -24.6% |
| 6M | -28.5% | +54.8% | -83.3% | -38.9% |
| YTD | +8.0% | +28.8% | -20.8% | -1.3% |
| 1Y | +6.8% | +19.3% | -12.6% | +0.4% |
| 3Y | +213.9% | +65.5% | +148.4% | +170.8% |
| All | +213.9% | +64.5% | +149.4% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling