+1,344.7%
EME vs AGI
+392.3%
+952.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | -6.3% | +7.2% | -13.6% | -6.5% |
| 3M | -3.8% | +4.3% | -8.0% | -4.0% |
| 6M | +8.5% | -27.1% | +35.6% | +8.9% |
| YTD | +27.8% | -6.6% | +34.4% | +27.7% |
| 1Y | +22.2% | +9.5% | +12.7% | +21.9% |
| 3Y | +253.5% | +208.4% | +45.0% | +253.4% |
| 5Y | +578.6% | +401.6% | +177.0% | +587.0% |
| All | +1,344.7% | +392.3% | +952.3% | +1,474.9% |
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