+4,282.2%
EMR vs AEM
+3,071.0%
+1,211.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +2.7% | -5.6% | +8.3% | +2.9% |
| 30D | +2.1% | -3.9% | +6.0% | +2.2% |
| 3M | +2.3% | -3.4% | +5.7% | +2.3% |
| 6M | +22.5% | -9.0% | +31.5% | +22.8% |
| YTD | +27.2% | +5.9% | +21.3% | +26.6% |
| 1Y | +28.0% | +4.0% | +24.0% | +27.5% |
| 3Y | +103.4% | +298.8% | -195.3% | +90.9% |
| 5Y | +88.2% | +250.7% | -162.6% | +76.7% |
| 10Y | +280.3% | +405.9% | -125.6% | +248.4% |
| All | +4,282.2% | +3,071.0% | +1,211.2% | +4,527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling