+125.6%
EMB vs ACGL
+1,402.0%
-1,276.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -2.7% | +8.0% | -10.8% | -3.5% |
| 6M | -2.8% | +13.3% | -16.1% | -4.2% |
| YTD | -1.1% | +11.8% | -13.0% | -2.4% |
| 1Y | 0.0% | +22.2% | -22.3% | -2.3% |
| 3Y | +28.8% | +32.5% | -3.7% | +24.0% |
| 5Y | +6.0% | +160.2% | -154.2% | -6.3% |
| 10Y | +29.1% | +338.5% | -309.4% | +6.9% |
| All | +125.6% | +1,402.0% | -1,276.5% | +70.6% |
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