+31.1%
EMB vs ACGL
+332.3%
-301.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | +1.5% | +13.1% | -11.6% | 0.0% |
| 3M | -1.9% | +9.8% | -11.7% | -3.1% |
| 6M | -1.6% | +15.3% | -16.9% | -3.4% |
| YTD | 0.0% | +12.7% | -12.7% | -1.7% |
| 1Y | +1.1% | +20.7% | -19.7% | -1.5% |
| 3Y | +30.9% | +34.3% | -3.4% | +24.8% |
| 5Y | +7.1% | +170.6% | -163.5% | -8.9% |
| 10Y | +31.1% | +330.6% | -299.4% | +14.8% |
| All | +31.1% | +332.3% | -301.2% | +14.8% |
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 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