+35.3%
EMB vs ACGL
+332.0%
-296.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.5% | +1.3% | -0.7% | +0.3% |
| 30D | +0.9% | +14.2% | -13.3% | -0.7% |
| 3M | -2.1% | +11.1% | -13.2% | -3.4% |
| 6M | -2.2% | +16.4% | -18.6% | -4.1% |
| YTD | -0.6% | +13.8% | -14.4% | -2.4% |
| 1Y | +0.2% | +21.6% | -21.3% | -2.4% |
| 3Y | +29.5% | +33.5% | -4.0% | +23.6% |
| 5Y | +8.0% | +174.8% | -166.9% | -8.3% |
| 10Y | +35.3% | +330.4% | -295.0% | +13.8% |
| All | +35.3% | +332.0% | -296.7% | +13.8% |
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