+263.6%
EMR vs AGI
+388.9%
-125.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | -1.2% | -5.3% | +4.0% | -0.8% |
| 30D | -9.4% | +6.8% | -16.2% | -9.9% |
| 3M | +8.6% | +8.3% | +0.3% | +7.7% |
| 6M | +6.7% | -29.2% | +35.9% | +8.7% |
| YTD | +13.1% | -7.3% | +20.3% | +13.3% |
| 1Y | +12.7% | +8.0% | +4.7% | +11.9% |
| 3Y | +58.1% | +206.6% | -148.5% | +47.5% |
| 5Y | +63.6% | +398.1% | -334.5% | +48.6% |
| All | +263.6% | +388.9% | -125.3% | +235.2% |
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 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