+280.3%
EMR vs AME
+442.0%
-161.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.6% |
| 7D | +2.7% | +8.1% | -5.4% | -4.1% |
| 30D | +2.1% | -3.8% | +5.9% | +5.0% |
| 3M | +2.3% | -6.6% | +8.9% | +8.0% |
| 6M | +22.5% | +4.6% | +17.9% | +17.3% |
| YTD | +27.2% | +17.9% | +9.3% | +10.2% |
| 1Y | +28.0% | +23.2% | +4.8% | +6.9% |
| 3Y | +103.4% | +62.9% | +40.5% | +30.9% |
| 5Y | +88.2% | +77.5% | +10.6% | +10.9% |
| All | +280.3% | +442.0% | -161.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling