+403.1%
AG vs EMB
+132.1%
+270.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +19.2% | -0.3% | +19.5% | +19.8% |
| 3M | +6.2% | -0.4% | +6.6% | +7.5% |
| 6M | -26.7% | +0.1% | -26.8% | -25.8% |
| YTD | +26.1% | +1.6% | +24.5% | +24.9% |
| 1Y | +131.7% | +5.6% | +126.0% | +117.0% |
| 3Y | +255.3% | +29.8% | +225.5% | +149.0% |
| 5Y | +61.9% | +7.3% | +54.7% | +51.5% |
| 10Y | +72.0% | +30.4% | +41.6% | +27.8% |
| All | +403.1% | +132.1% | +270.9% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling