+83.4%
EMR vs AA
-15.4%
+98.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | +2.0% | -6.7% | +8.6% | +3.4% |
| 3M | +3.8% | -16.3% | +20.2% | +7.4% |
| 6M | +10.5% | -37.1% | +47.6% | +20.7% |
| YTD | +23.7% | -25.0% | +48.7% | +28.6% |
| 1Y | +25.4% | +8.6% | +16.8% | +19.8% |
| 3Y | +86.6% | +57.2% | +29.3% | +58.6% |
| All | +83.4% | -15.4% | +98.7% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling