+280.0%
EMR vs AA
+45.1%
+235.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +3.5% | -5.0% | +8.5% | +4.9% |
| 3M | +5.9% | -22.2% | +28.1% | +12.6% |
| 6M | +19.4% | -36.3% | +55.8% | +32.7% |
| YTD | +27.7% | -24.2% | +51.8% | +33.4% |
| 1Y | +30.9% | +3.9% | +27.0% | +25.1% |
| 3Y | +104.2% | +67.6% | +36.6% | +61.6% |
| 5Y | +89.6% | -8.8% | +98.5% | +60.6% |
| 10Y | +280.0% | +45.0% | +235.1% | +106.9% |
| All | +280.0% | +45.1% | +235.0% | +106.9% |
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