+96.2%
AGG vs EME
+8,053.3%
-7,957.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.1% |
| 7D | -1.1% | +3.5% | -4.6% | -1.0% |
| 30D | -1.1% | -6.3% | +5.2% | -1.2% |
| 3M | -1.9% | -3.8% | +1.8% | -1.9% |
| 6M | -1.7% | +8.5% | -10.2% | -1.6% |
| YTD | -1.3% | +27.8% | -29.1% | -1.1% |
| 1Y | -0.7% | +22.2% | -23.0% | -0.6% |
| 3Y | +12.5% | +253.5% | -241.0% | +13.6% |
| 5Y | -2.5% | +578.6% | -581.1% | -1.0% |
| 10Y | +14.2% | +1,355.6% | -1,341.3% | +17.3% |
| All | +96.2% | +8,053.3% | -7,957.1% | +102.7% |
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