+3,912.1%
EMR vs AA
+295.2%
+3,616.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -5.6% | +5.0% | -10.6% | -7.4% |
| 3M | +7.9% | -35.8% | +43.8% | +22.6% |
| 6M | +6.0% | -18.4% | +24.4% | +10.2% |
| YTD | +16.4% | -5.5% | +21.9% | +14.7% |
| 1Y | +16.6% | +61.0% | -44.3% | -4.4% |
| 3Y | +62.9% | +66.2% | -3.4% | +23.4% |
| 5Y | +60.1% | +11.4% | +48.7% | +23.0% |
| 10Y | +268.8% | +116.9% | +151.9% | +83.7% |
| All | +3,912.1% | +295.2% | +3,616.9% | +1,232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling