+88.6%
AG vs EME
+21.8%
+66.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.2% | -4.8% |
| 7D | -6.7% | +3.5% | -10.2% | -8.3% |
| 30D | +2.2% | -6.3% | +8.5% | +5.1% |
| 3M | +15.7% | -3.8% | +19.4% | +17.3% |
| 6M | -23.8% | +8.5% | -32.3% | -26.4% |
| YTD | +17.6% | +27.8% | -10.2% | +7.4% |
| 1Y | +88.6% | +22.2% | +66.4% | +39.5% |
| All | +88.6% | +21.8% | +66.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling