+65.8%
EMR vs AEM
+306.0%
-240.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.9% | +3.0% | -2.1% | +0.4% |
| 30D | -5.0% | +12.5% | -17.4% | -7.0% |
| 3M | +5.9% | +26.9% | -21.0% | +1.3% |
| 6M | +7.3% | -9.4% | +16.8% | +7.8% |
| YTD | +14.6% | +20.3% | -5.7% | +11.0% |
| 1Y | +15.6% | +33.8% | -18.1% | +10.4% |
| 3Y | +60.2% | +349.8% | -289.6% | +27.9% |
| All | +65.8% | +306.0% | -240.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling