+273.0%
EMR vs AU
+699.0%
-426.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.4% | -4.3% | +3.9% | -0.1% |
| 30D | -6.8% | +7.3% | -14.1% | -7.4% |
| 3M | +7.5% | +26.3% | -18.9% | +5.4% |
| 6M | +9.9% | +1.8% | +8.1% | +9.1% |
| YTD | +16.0% | +26.8% | -10.8% | +13.7% |
| 1Y | +12.4% | +66.7% | -54.2% | +8.6% |
| 3Y | +60.2% | +579.1% | -518.8% | +41.6% |
| 5Y | +67.9% | +689.3% | -621.5% | +45.7% |
| All | +273.0% | +699.0% | -426.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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