+3,912.1%
EMR vs AEM
+3,538.8%
+373.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -5.6% | +24.0% | -29.6% | -6.6% |
| 3M | +7.9% | +16.1% | -8.1% | +7.1% |
| 6M | +6.0% | -11.6% | +17.6% | +6.4% |
| YTD | +16.4% | +21.5% | -5.1% | +15.3% |
| 1Y | +16.6% | +39.2% | -22.6% | +14.7% |
| 3Y | +62.9% | +347.4% | -284.6% | +52.1% |
| 5Y | +60.1% | +290.1% | -230.0% | +49.6% |
| 10Y | +268.7% | +357.8% | -89.0% | +238.3% |
| All | +3,912.1% | +3,538.8% | +373.2% | +4,111.8% |
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