-6.7%
EME vs AS
+0.9%
-7.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -10.5% | +6.9% | -17.4% | -11.9% |
| 30D | -22.4% | +16.0% | -38.4% | -25.2% |
| 3M | -24.7% | -12.8% | -11.8% | -22.7% |
| 6M | -35.5% | -15.4% | -20.1% | -33.3% |
| YTD | -0.3% | -15.7% | +15.4% | 0.0% |
| 1Y | -6.7% | +6.1% | -12.8% | -11.4% |
| All | -6.7% | +0.9% | -7.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling