+241.5%
EME vs A
+29.6%
+212.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +2.7% | -4.4% | +7.1% | +4.2% |
| 30D | -6.8% | -2.7% | -4.1% | -6.1% |
| 3M | -8.8% | +7.0% | -15.9% | -11.2% |
| 6M | +5.0% | +24.6% | -19.6% | -3.8% |
| YTD | +23.5% | +7.0% | +16.5% | +19.7% |
| 1Y | +21.3% | +15.6% | +5.7% | +13.7% |
| All | +241.5% | +29.6% | +212.0% | +203.3% |
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