+280.4%
EMR vs AA
+42.1%
+238.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +3.7% | -0.6% | +4.3% | +3.7% |
| 3M | +2.0% | -19.7% | +21.7% | +7.6% |
| 6M | +22.1% | -41.6% | +63.7% | +38.9% |
| YTD | +27.2% | -24.6% | +51.9% | +33.1% |
| 1Y | +32.0% | +4.9% | +27.2% | +25.8% |
| 3Y | +103.3% | +66.8% | +36.4% | +61.0% |
| 5Y | +88.2% | -19.4% | +107.6% | +66.0% |
| All | +280.4% | +42.1% | +238.2% | +106.6% |
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