+201.8%
AG vs EMB
+29.8%
+172.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -1.7% |
| 7D | -10.0% | -0.9% | -9.1% | -7.0% |
| 30D | -10.5% | +0.4% | -10.8% | -10.9% |
| 3M | -27.3% | -3.1% | -24.1% | -18.9% |
| 6M | -43.0% | -2.1% | -40.9% | -37.6% |
| YTD | -17.9% | -1.1% | -16.8% | -11.7% |
| 1Y | +11.9% | -0.1% | +12.0% | +17.3% |
| 3Y | +201.8% | +29.6% | +172.2% | +55.1% |
| All | +201.8% | +29.8% | +172.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling