+4,283.7%
EMR vs AEM
+3,071.7%
+1,211.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | -6.8% | +9.7% | +3.2% |
| 30D | +3.7% | +0.8% | +2.8% | +3.6% |
| 3M | +2.0% | -0.8% | +2.9% | +1.9% |
| 6M | +22.1% | -8.5% | +30.6% | +22.4% |
| YTD | +27.2% | +5.9% | +21.3% | +26.7% |
| 1Y | +32.0% | +6.6% | +25.4% | +31.4% |
| 3Y | +103.3% | +302.2% | -198.9% | +90.7% |
| 5Y | +88.2% | +250.8% | -162.6% | +76.7% |
| 10Y | +280.4% | +406.1% | -125.6% | +248.5% |
| All | +4,283.7% | +3,071.7% | +1,211.9% | +4,528.9% |
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