+280.3%
EMR vs AEIS
+350.2%
-70.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +2.7% | +23.2% | -20.6% | -4.3% |
| 30D | +2.1% | -17.0% | +19.1% | +6.9% |
| 3M | +2.3% | -32.2% | +34.4% | +13.5% |
| 6M | +22.5% | -32.6% | +55.0% | +33.0% |
| YTD | +27.2% | +9.4% | +17.8% | +14.8% |
| 1Y | +28.0% | +7.7% | +20.3% | +16.0% |
| 3Y | +103.4% | +157.9% | -54.5% | +28.9% |
| 5Y | +88.2% | +154.8% | -66.6% | +15.5% |
| All | +280.3% | +350.2% | -70.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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