+128.5%
EEM vs AGI
+392.3%
-263.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.3% | -2.7% | +1.5% | -1.0% |
| 30D | +2.1% | +7.2% | -5.2% | +1.3% |
| 3M | +1.0% | +4.3% | -3.2% | +0.3% |
| 6M | +15.9% | -27.1% | +43.0% | +18.9% |
| YTD | +24.6% | -6.6% | +31.2% | +24.6% |
| 1Y | +32.3% | +9.5% | +22.8% | +30.0% |
| 3Y | +85.9% | +208.4% | -122.5% | +65.5% |
| 5Y | +45.4% | +401.6% | -356.3% | +23.9% |
| All | +128.5% | +392.3% | -263.8% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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