+69.6%
EEM vs AG
+227.5%
-157.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.1% |
| 7D | -0.9% | +6.0% | -6.8% | -1.8% |
| 30D | -9.3% | -13.5% | +4.2% | -7.5% |
| 3M | -7.1% | -20.7% | +13.6% | -4.3% |
| 6M | -10.4% | -31.5% | +21.2% | -6.5% |
| YTD | +11.3% | -10.1% | +21.4% | +11.1% |
| 1Y | +11.3% | +26.0% | -14.8% | +6.1% |
| 3Y | +69.6% | +228.9% | -159.3% | +35.5% |
| All | +69.6% | +227.5% | -157.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling