+28.7%
EMB vs ACGL
+337.7%
-309.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +1.3% | +13.7% | -12.4% | -0.2% |
| 3M | -2.2% | +8.0% | -10.3% | -3.2% |
| 6M | -2.3% | +13.3% | -15.6% | -3.9% |
| YTD | -0.6% | +11.8% | -12.5% | -2.2% |
| 1Y | +0.5% | +22.2% | -21.8% | -2.2% |
| 3Y | +29.4% | +32.5% | -3.1% | +23.6% |
| 5Y | +6.5% | +160.2% | -153.7% | -8.8% |
| All | +28.7% | +337.7% | -309.0% | +15.3% |
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