Recent advances in foundation models have enabled conversational agents that aim for sustained companionship rather than mere task completion. Yet most still remain unable to support natural, long-term companion-like interactions, resulting in experiences that feel episodic and inauthentic. We argue that current agents overlooked cross-temporal modeling of agents' social behaviors and internal emotions: generated behaviors rarely influence an agent's emotional state, and emotional states seldom shape subsequent behaviors. We present Cross-Temporal Emotion Modeling (CTEM), a framework that links long-term behavioral history to moment-to-moment emotional expression. CTEM establishes a closed loop where past experiences update an evolving emotional state; this state conditions immediate interactions; and user feedback continually revises both memory and emotional state, enabling reflection and anticipation. We instantiate CTEM as Auri, a companion agent on an instant-messaging platform, and report a 21-day in-the-wild study showing that CTEM shows improvements in perceived naturalness, coherence, and emotional harmony.