+14.1%
AGG vs EMR
+284.0%
-269.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.1% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | -1.1% | -6.8% | +5.6% | -1.1% |
| 3M | -1.9% | +7.5% | -9.4% | -2.0% |
| 6M | -1.7% | +9.9% | -11.6% | -1.8% |
| YTD | -1.3% | +16.0% | -17.3% | -1.5% |
| 1Y | -0.7% | +12.4% | -13.2% | -0.9% |
| 3Y | +12.5% | +60.2% | -47.8% | +11.9% |
| 5Y | -2.5% | +67.9% | -70.3% | -3.0% |
| All | +14.1% | +284.0% | -269.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling