+125.7%
EEM vs AG
+73.4%
+52.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.6% |
| 7D | -0.7% | -5.8% | +5.1% | 0.0% |
| 30D | +2.4% | +6.4% | -4.0% | +1.5% |
| 3M | +4.2% | +28.4% | -24.2% | +0.9% |
| 6M | +14.8% | -24.5% | +39.2% | +17.2% |
| YTD | +23.1% | +21.2% | +1.9% | +18.7% |
| 1Y | +32.5% | +114.1% | -81.6% | +19.3% |
| 3Y | +85.9% | +268.0% | -182.2% | +53.0% |
| 5Y | +43.6% | +67.3% | -23.8% | +24.3% |
| All | +125.7% | +73.4% | +52.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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