+1.3%
AGG vs EMR
+19.4%
-18.1%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | 0.0% |
| 7D | -0.2% | -1.5% | +1.4% | -0.1% |
| 30D | -0.4% | -5.6% | +5.2% | -0.2% |
| 3M | -0.7% | +7.9% | -8.6% | -1.0% |
| 6M | -1.5% | +6.0% | -7.5% | -2.0% |
| YTD | -0.3% | +16.4% | -16.7% | -0.9% |
| 1Y | +1.3% | +16.6% | -15.3% | +0.7% |
| All | +1.3% | +19.4% | -18.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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