+6,440.0%
EME vs AGI
+5,453.2%
+986.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.5% |
| 7D | +2.7% | +2.2% | +0.5% | +2.6% |
| 30D | -6.8% | +11.3% | -18.1% | -7.5% |
| 3M | -8.8% | +5.6% | -14.5% | -9.4% |
| 6M | +5.0% | -27.7% | +32.7% | +6.8% |
| YTD | +23.5% | -4.1% | +27.6% | +22.9% |
| 1Y | +21.3% | +13.8% | +7.5% | +19.3% |
| 3Y | +241.1% | +217.0% | +24.0% | +212.8% |
| 5Y | +549.2% | +404.3% | +144.8% | +474.4% |
| 10Y | +1,306.4% | +400.5% | +905.9% | +1,089.7% |
| All | +6,440.0% | +5,453.2% | +986.8% | +4,553.7% |
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 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