+92.0%
ACN vs EMB
+30.0%
+62.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -4.8% | +0.3% | -5.1% | -5.1% |
| 30D | +1.9% | -0.5% | +2.4% | +2.5% |
| 3M | +3.9% | +0.3% | +3.5% | +3.4% |
| 6M | -15.0% | +1.2% | -16.2% | -16.3% |
| YTD | -31.9% | +1.5% | -33.4% | -33.1% |
| 1Y | -28.5% | +4.8% | -33.3% | -32.3% |
| 3Y | -41.9% | +30.4% | -72.3% | -56.9% |
| 5Y | -42.9% | +7.3% | -50.1% | -46.9% |
| All | +92.0% | +30.0% | +62.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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