+724.1%
EEM vs ACGL
+2,869.8%
-2,145.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.6% |
| 7D | -2.8% | +0.9% | -3.7% | -3.3% |
| 30D | -11.9% | +13.7% | -25.7% | -17.5% |
| 3M | -8.8% | +8.0% | -16.8% | -12.6% |
| 6M | -11.6% | +13.3% | -24.9% | -18.2% |
| YTD | +9.0% | +11.8% | -2.8% | +0.9% |
| 1Y | +10.6% | +22.2% | -11.7% | -2.3% |
| 3Y | +64.4% | +32.5% | +31.9% | +33.1% |
| 5Y | +31.0% | +160.2% | -129.1% | -30.8% |
| 10Y | +105.6% | +338.5% | -232.9% | -32.8% |
| All | +724.1% | +2,869.8% | -2,145.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling