-11.8%
ACN vs EMB
+28.8%
-40.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +33.5% | +1.3% | +32.2% | +32.2% |
| 3M | +53.5% | -2.2% | +55.7% | +56.3% |
| 6M | +52.2% | -2.3% | +54.6% | +55.0% |
| YTD | -0.1% | -0.6% | +0.5% | +0.1% |
| 1Y | +11.0% | +0.5% | +10.6% | +10.1% |
| 3Y | -11.8% | +29.4% | -41.2% | -27.1% |
| All | -11.8% | +28.8% | -40.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling