+2.8%
EMB vs AGI
+9.2%
-6.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -1.3% | +7.2% | -8.5% | -1.5% |
| 3M | -1.8% | +4.3% | -6.0% | -2.0% |
| 6M | +0.2% | -27.1% | +27.3% | +0.6% |
| YTD | +0.4% | -6.6% | +7.0% | +0.7% |
| 1Y | +2.8% | +9.5% | -6.7% | +2.7% |
| All | +2.8% | +9.2% | -6.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling