+97.6%
AGG vs EMR
+947.5%
-849.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | -0.2% | -5.0% | +4.7% | -0.3% |
| 3M | -0.7% | +5.9% | -6.6% | -0.7% |
| 6M | -1.8% | +7.3% | -9.1% | -1.7% |
| YTD | -0.6% | +14.6% | -15.1% | -0.4% |
| 1Y | +0.4% | +15.6% | -15.3% | +0.5% |
| 3Y | +13.2% | +60.2% | -47.0% | +13.8% |
| 5Y | -2.0% | +65.8% | -67.8% | -1.3% |
| 10Y | +15.1% | +277.4% | -262.3% | +17.6% |
| All | +97.6% | +947.5% | -849.8% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling