+1,706.5%
EMR vs AEIS
+2,566.8%
-860.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.3% |
| 7D | -1.5% | +3.0% | -4.5% | -2.0% |
| 30D | -5.6% | -14.6% | +9.0% | -3.3% |
| 3M | +7.9% | -12.4% | +20.4% | +9.2% |
| 6M | +6.0% | -15.0% | +21.0% | +7.3% |
| YTD | +16.4% | +34.3% | -17.8% | +8.9% |
| 1Y | +16.6% | +87.4% | -70.7% | +2.7% |
| 3Y | +62.9% | +139.8% | -76.9% | +36.0% |
| 5Y | +60.1% | +220.7% | -160.6% | +26.3% |
| 10Y | +268.7% | +531.6% | -262.8% | +154.8% |
| All | +1,706.5% | +2,566.8% | -860.3% | +812.0% |
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