+0.3%
AG vs EMB
+7.3%
-7.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -1.9% |
| 7D | -10.0% | -0.9% | -9.1% | -8.0% |
| 30D | -10.5% | +0.4% | -10.8% | -10.8% |
| 3M | -27.3% | -3.1% | -24.1% | -21.7% |
| 6M | -43.0% | -2.1% | -40.9% | -39.4% |
| YTD | -17.9% | -1.1% | -16.8% | -13.7% |
| 1Y | +11.9% | -0.1% | +12.0% | +15.5% |
| 3Y | +201.8% | +29.6% | +172.2% | +101.1% |
| All | +0.3% | +7.3% | -7.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling