+61.6%
AG vs EME
+1,362.1%
-1,300.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.2% | -4.0% |
| 7D | -6.7% | +3.5% | -10.2% | -7.6% |
| 30D | +2.2% | -6.3% | +8.5% | +3.7% |
| 3M | +15.7% | -3.8% | +19.4% | +16.1% |
| 6M | -23.8% | +8.5% | -32.3% | -25.4% |
| YTD | +17.6% | +27.8% | -10.2% | +11.0% |
| 1Y | +88.6% | +22.2% | +66.4% | +78.6% |
| 3Y | +253.4% | +253.5% | 0.0% | +166.7% |
| 5Y | +62.4% | +578.6% | -516.2% | +8.2% |
| All | +61.6% | +1,362.1% | -1,300.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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