+604.5%
EEM vs AGG
+97.4%
+507.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | +5.1% | -0.2% | +5.3% | +5.1% |
| 3M | +4.6% | -0.7% | +5.3% | +4.6% |
| 6M | +17.8% | -1.8% | +19.5% | +17.6% |
| YTD | +25.8% | -0.6% | +26.4% | +25.8% |
| 1Y | +36.4% | +0.4% | +36.0% | +36.5% |
| 3Y | +90.0% | +13.2% | +76.8% | +92.8% |
| 5Y | +46.6% | -2.0% | +48.5% | +41.5% |
| 10Y | +132.3% | +15.1% | +117.2% | +142.6% |
| All | +604.5% | +97.4% | +507.1% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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