+30.9%
EMR vs AME
+21.9%
+9.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | -4.1% | +4.8% | +4.5% |
| 30D | +3.5% | -4.1% | +7.7% | +7.2% |
| 3M | +5.9% | -5.6% | +11.5% | +11.6% |
| 6M | +19.4% | +2.8% | +16.6% | +14.2% |
| YTD | +27.7% | +16.6% | +11.1% | +6.9% |
| 1Y | +30.9% | +21.1% | +9.8% | +5.4% |
| All | +30.9% | +21.9% | +9.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling