-6.1%
EME vs AGI
+2.1%
-8.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.6% |
| 7D | +5.2% | +4.4% | +0.8% | +4.8% |
| 30D | -5.4% | +10.0% | -15.3% | -6.4% |
| 3M | -6.1% | +1.7% | -7.8% | -7.9% |
| All | -6.1% | +2.1% | -8.2% | -7.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling