+60.2%
EMR vs AEE
+48.8%
+11.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +3.1% | +1.3% | +1.7% | +2.8% |
| 30D | -3.5% | -1.2% | -2.3% | -3.4% |
| 3M | +9.8% | +1.0% | +8.8% | +9.4% |
| 6M | +10.8% | -2.3% | +13.1% | +11.0% |
| YTD | +15.9% | +9.1% | +6.8% | +13.9% |
| 1Y | +16.4% | +10.6% | +5.9% | +14.0% |
| All | +60.2% | +48.8% | +11.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling