+570.7%
EME vs A
-14.3%
+585.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.7% | +3.4% |
| 7D | +3.5% | -2.6% | +6.1% | +4.4% |
| 30D | -6.3% | -0.9% | -5.4% | -6.2% |
| 3M | -3.8% | +13.6% | -17.4% | -8.3% |
| 6M | +8.5% | +27.8% | -19.3% | -1.7% |
| YTD | +27.8% | +8.6% | +19.2% | +22.8% |
| 1Y | +22.2% | +16.9% | +5.4% | +13.9% |
| 3Y | +253.5% | +32.9% | +220.6% | +207.7% |
| All | +570.7% | -14.3% | +585.0% | +538.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling