+29.8%
EEM vs ACGL
+159.2%
-129.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.4% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -11.9% | +13.7% | -25.7% | -12.7% |
| 3M | -8.8% | +8.0% | -16.8% | -9.2% |
| 6M | -11.6% | +13.3% | -24.9% | -12.6% |
| YTD | +9.0% | +11.8% | -2.8% | +7.8% |
| 1Y | +10.6% | +22.2% | -11.7% | +8.0% |
| 3Y | +64.4% | +32.5% | +31.9% | +56.4% |
| All | +29.8% | +159.2% | -129.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling