+1,054.3%
EMR vs AEE
+813.9%
+240.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -1.5% | +0.3% | -1.9% | -1.7% |
| 30D | -5.6% | -2.3% | -3.3% | -4.6% |
| 3M | +7.9% | +0.2% | +7.7% | +7.4% |
| 6M | +6.0% | -4.7% | +10.8% | +8.0% |
| YTD | +16.4% | +8.1% | +8.3% | +11.2% |
| 1Y | +16.6% | +8.5% | +8.1% | +10.9% |
| 3Y | +62.9% | +48.9% | +14.0% | +29.3% |
| 5Y | +60.1% | +39.9% | +20.2% | +29.7% |
| 10Y | +268.7% | +186.5% | +82.2% | +90.5% |
| All | +1,054.3% | +813.9% | +240.4% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling