+1,344.7%
EME vs ARWR
+1,081.9%
+262.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | -4.0% | +7.6% | +4.0% |
| 30D | -6.3% | -5.0% | -1.3% | -5.8% |
| 3M | -3.8% | +11.3% | -15.1% | -5.1% |
| 6M | +8.5% | +42.6% | -34.1% | +4.1% |
| YTD | +27.8% | +24.8% | +3.0% | +24.0% |
| 1Y | +22.2% | +178.8% | -156.5% | +8.3% |
| 3Y | +253.5% | +183.3% | +70.1% | +199.2% |
| 5Y | +578.6% | +29.5% | +549.2% | +498.8% |
| All | +1,344.7% | +1,081.9% | +262.8% | +970.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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