+654.1%
ACN vs EMB
+132.1%
+522.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +5.6% | -0.4% | +6.1% | +5.9% |
| 6M | -9.3% | +0.1% | -9.4% | -9.5% |
| YTD | -29.0% | +1.6% | -30.6% | -29.9% |
| 1Y | -24.7% | +5.6% | -30.3% | -27.8% |
| 3Y | -39.8% | +29.8% | -69.7% | -50.6% |
| 5Y | -40.9% | +7.3% | -48.2% | -44.6% |
| 10Y | +91.1% | +30.4% | +60.7% | +61.5% |
| All | +654.1% | +132.1% | +522.0% | +421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling