+281.9%
EMR vs AA
+126.3%
+155.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.4% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | -3.5% | +3.3% | -6.9% | -4.7% |
| 3M | +9.8% | -29.4% | +39.2% | +19.4% |
| 6M | +10.8% | -12.8% | +23.6% | +12.5% |
| YTD | +15.9% | -2.1% | +18.1% | +13.4% |
| 1Y | +16.4% | +62.8% | -46.3% | -2.0% |
| 3Y | +62.1% | +90.5% | -28.4% | +23.6% |
| 5Y | +62.9% | +19.1% | +43.9% | +27.1% |
| All | +281.9% | +126.3% | +155.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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