+155.9%
EEM vs AG
+288.7%
-132.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.1% |
| 7D | -0.9% | +6.0% | -6.8% | -1.7% |
| 30D | -9.3% | -13.5% | +4.2% | -7.5% |
| 3M | -7.1% | -20.7% | +13.6% | -4.4% |
| 6M | -10.4% | -31.5% | +21.2% | -6.4% |
| YTD | +11.3% | -10.1% | +21.4% | +10.3% |
| 1Y | +11.3% | +26.0% | -14.8% | +4.6% |
| 3Y | +69.6% | +228.9% | -159.3% | +32.4% |
| 5Y | +33.6% | +8.7% | +25.0% | +17.3% |
| 10Y | +114.1% | +71.9% | +42.2% | +53.6% |
| All | +155.9% | +288.7% | -132.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling