+6.1%
EMB vs ACGL
+159.2%
-153.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +1.3% | +13.7% | -12.4% | +0.4% |
| 3M | -2.7% | +8.0% | -10.8% | -3.2% |
| 6M | -2.8% | +13.3% | -16.1% | -3.7% |
| YTD | -1.1% | +11.8% | -13.0% | -2.0% |
| 1Y | 0.0% | +22.2% | -22.3% | -1.6% |
| 3Y | +28.8% | +32.5% | -3.7% | +25.3% |
| All | +6.1% | +159.2% | -153.2% | -7.3% |
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 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