+109.6%
EEM vs ACGL
+332.3%
-222.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -8.6% | +13.1% | -21.8% | -11.5% |
| 3M | -7.0% | +9.8% | -16.8% | -9.4% |
| 6M | -9.7% | +15.3% | -25.0% | -13.6% |
| YTD | +12.1% | +12.7% | -0.6% | +7.6% |
| 1Y | +14.1% | +20.7% | -6.6% | +7.3% |
| 3Y | +72.1% | +34.3% | +37.8% | +53.2% |
| 5Y | +34.1% | +170.6% | -136.5% | -8.6% |
| 10Y | +109.6% | +330.6% | -221.0% | +31.2% |
| All | +109.6% | +332.3% | -222.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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