-40.6%
ACN vs EMB
+7.4%
-48.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | -0.3% | +9.7% | +9.7% |
| 3M | +5.6% | -0.4% | +6.1% | +6.0% |
| 6M | -9.3% | +0.1% | -9.4% | -9.6% |
| YTD | -29.0% | +1.6% | -30.6% | -30.3% |
| 1Y | -24.7% | +5.6% | -30.3% | -29.2% |
| 3Y | -39.8% | +29.8% | -69.7% | -55.0% |
| All | -40.6% | +7.4% | -48.0% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling