+104.2%
EMR vs AEIS
+160.4%
-56.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +0.7% | -6.9% | +7.6% | +2.1% |
| 30D | +3.5% | -23.2% | +26.7% | +10.3% |
| 3M | +5.9% | -29.5% | +35.4% | +14.9% |
| 6M | +19.4% | -37.9% | +57.3% | +32.0% |
| YTD | +27.7% | +6.0% | +21.7% | +16.1% |
| 1Y | +30.9% | +1.2% | +29.7% | +20.8% |
| 3Y | +104.2% | +150.0% | -45.8% | +30.3% |
| All | +104.2% | +160.4% | -56.2% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling