+1,880.5%
EMR vs AEIS
+2,004.7%
-124.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +0.7% | -6.9% | +7.6% | +1.6% |
| 30D | +3.5% | -23.2% | +26.7% | +7.5% |
| 3M | +5.9% | -29.5% | +35.4% | +11.2% |
| 6M | +19.4% | -37.9% | +57.3% | +26.8% |
| YTD | +27.7% | +6.0% | +21.7% | +23.2% |
| 1Y | +30.9% | +1.2% | +29.7% | +27.3% |
| 3Y | +104.2% | +150.0% | -45.8% | +68.6% |
| 5Y | +89.6% | +141.9% | -52.3% | +55.7% |
| 10Y | +280.0% | +356.2% | -76.1% | +174.3% |
| All | +1,880.5% | +2,004.7% | -124.1% | +932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling