+131.4%
EMB vs AGI
+729.8%
-598.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.3% | +4.4% | -4.1% | +0.1% |
| 30D | -0.5% | +10.0% | -10.4% | -0.9% |
| 3M | +0.3% | +1.7% | -1.4% | +0.1% |
| 6M | +1.2% | -26.8% | +28.0% | +2.1% |
| YTD | +1.5% | -5.3% | +6.8% | +1.2% |
| 1Y | +4.8% | +11.5% | -6.7% | +3.7% |
| 3Y | +30.4% | +212.9% | -182.6% | +23.1% |
| 5Y | +7.3% | +388.8% | -381.5% | -0.8% |
| 10Y | +29.7% | +383.6% | -353.9% | +17.6% |
| All | +131.4% | +729.8% | -598.3% | +92.2% |
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