+16.6%
EMR vs AEM
+40.5%
-23.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -5.6% | +24.0% | -29.6% | -11.9% |
| 3M | +7.9% | +16.1% | -8.1% | +2.4% |
| 6M | +6.0% | -11.6% | +17.6% | +7.2% |
| YTD | +16.4% | +21.5% | -5.1% | +11.6% |
| 1Y | +16.6% | +39.2% | -22.6% | +9.3% |
| All | +16.6% | +40.5% | -23.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling