+62.9%
EMR vs AEIS
+228.8%
-165.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +3.1% | +8.1% | -5.1% | +0.6% |
| 30D | -3.5% | -11.1% | +7.6% | -0.4% |
| 3M | +9.8% | -5.6% | +15.4% | +9.0% |
| 6M | +10.8% | -0.6% | +11.4% | +6.9% |
| YTD | +15.9% | +38.0% | -22.1% | -1.0% |
| 1Y | +16.4% | +87.2% | -70.8% | -12.2% |
| 3Y | +62.1% | +179.7% | -117.6% | +1.2% |
| 5Y | +62.9% | +241.7% | -178.8% | -10.1% |
| All | +62.9% | +228.8% | -165.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling