+451.1%
AG vs EME
+2,718.4%
-2,267.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +3.0% |
| 7D | -0.1% | +2.7% | -2.8% | -1.1% |
| 30D | +12.5% | -6.8% | +19.3% | +15.1% |
| 3M | +28.2% | -8.8% | +37.0% | +31.3% |
| 6M | -18.8% | +5.0% | -23.8% | -20.7% |
| YTD | +27.4% | +23.5% | +3.9% | +17.4% |
| 1Y | +132.2% | +21.3% | +110.9% | +113.5% |
| 3Y | +286.9% | +241.1% | +45.8% | +137.4% |
| 5Y | +72.8% | +549.2% | -476.4% | -17.5% |
| 10Y | +74.6% | +1,306.4% | -1,231.8% | -44.6% |
| All | +451.1% | +2,718.4% | -2,267.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling