+253.5%
EME vs AGI
+206.1%
+47.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | -6.3% | +7.2% | -13.6% | -7.4% |
| 3M | -3.8% | +4.3% | -8.0% | -4.9% |
| 6M | +8.5% | -27.1% | +35.6% | +12.1% |
| YTD | +27.8% | -6.6% | +34.4% | +26.4% |
| 1Y | +22.2% | +9.5% | +12.7% | +17.4% |
| 3Y | +253.5% | +208.4% | +45.0% | +195.6% |
| All | +253.5% | +206.1% | +47.4% | +195.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling