+800.8%
EEM vs AGI
+5,453.2%
-4,652.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | +5.1% | +11.3% | -6.2% | +3.9% |
| 3M | +4.6% | +5.6% | -1.1% | +3.7% |
| 6M | +17.8% | -27.7% | +45.4% | +20.9% |
| YTD | +25.8% | -4.1% | +29.9% | +25.4% |
| 1Y | +36.4% | +13.8% | +22.6% | +33.4% |
| 3Y | +90.0% | +217.0% | -127.0% | +67.5% |
| 5Y | +46.6% | +404.3% | -357.8% | +22.7% |
| 10Y | +132.3% | +400.5% | -268.3% | +83.6% |
| All | +800.8% | +5,453.2% | -4,652.3% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling