+264.1%
AG vs EME
+237.6%
+26.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -5.8% | +0.9% | -6.7% | -6.2% |
| 30D | +6.4% | -8.4% | +14.8% | +9.7% |
| 3M | +28.4% | -3.6% | +32.0% | +29.1% |
| 6M | -24.5% | +3.6% | -28.0% | -25.5% |
| YTD | +21.2% | +22.5% | -1.3% | +13.3% |
| 1Y | +114.1% | +18.2% | +95.9% | +99.1% |
| All | +264.1% | +237.6% | +26.4% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling